+126.5%
POET vs DOC
+21.5%
+105.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -6.3% |
| 7D | +22.3% | 0.0% | +22.3% | +22.4% |
| 30D | -17.6% | +6.6% | -24.1% | -20.0% |
| 3M | -41.3% | -1.1% | -40.2% | -41.3% |
| 6M | -62.1% | +4.8% | -66.9% | -63.4% |
| YTD | -17.7% | +32.1% | -49.8% | -28.8% |
| 1Y | +3.2% | +21.9% | -18.7% | -8.0% |
| 3Y | +294.7% | +51.4% | +243.3% | +230.9% |
| 5Y | -37.2% | -21.2% | -16.1% | -34.3% |
| All | +126.5% | +21.5% | +105.1% | +90.3% |
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