+128.7%
POET vs DOC
+21.1%
+107.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +2.0% | +3.0% |
| 7D | +9.6% | +5.9% | +3.7% | +7.1% |
| 30D | -24.5% | +10.3% | -34.8% | -27.9% |
| 3M | -41.0% | -2.2% | -38.8% | -40.7% |
| 6M | -52.0% | +8.2% | -60.2% | -54.3% |
| YTD | -16.9% | +35.4% | -52.3% | -28.9% |
| 1Y | -2.4% | +23.6% | -26.0% | -13.4% |
| 3Y | +260.3% | +57.3% | +203.0% | +197.6% |
| 5Y | -35.1% | -19.6% | -15.5% | -32.6% |
| 10Y | +128.7% | +20.8% | +107.9% | +92.1% |
| All | +128.7% | +21.1% | +107.6% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling