+120.4%
POET vs DOC
+15.7%
+104.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | +0.7% | +18.3% | +18.7% |
| 7D | -2.5% | +6.5% | -9.0% | -5.1% |
| 30D | -31.7% | +9.2% | -40.8% | -34.4% |
| 3M | -40.6% | -2.5% | -38.1% | -40.2% |
| 6M | -47.8% | +7.1% | -54.9% | -50.2% |
| YTD | -19.9% | +33.0% | -52.9% | -30.9% |
| 1Y | -4.7% | +23.3% | -28.0% | -15.4% |
| 3Y | +275.6% | +44.9% | +230.6% | +219.2% |
| 5Y | -38.2% | -21.6% | -16.6% | -35.2% |
| All | +120.4% | +15.7% | +104.7% | +91.5% |
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