-20.5%
POET vs DGX
+587.8%
-608.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.2% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -10.4% | -1.2% | -9.2% | -10.1% |
| 3M | -29.3% | +15.8% | -45.1% | -32.2% |
| 6M | +6.9% | +18.2% | -11.3% | +1.5% |
| YTD | +25.6% | +37.2% | -11.6% | +14.0% |
| 1Y | +49.2% | +30.4% | +18.8% | +37.1% |
| 3Y | +128.4% | +96.7% | +31.7% | +85.2% |
| 5Y | -4.2% | +67.2% | -71.4% | -20.1% |
| 10Y | +30.3% | +253.9% | -223.6% | -15.0% |
| All | -20.5% | +587.8% | -608.3% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling