-4.0%
POET vs DOC
+22.2%
-26.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.7% |
| 7D | -0.4% | +4.3% | -4.7% | +0.2% |
| 30D | -27.3% | +9.2% | -36.4% | -26.3% |
| 3M | -40.8% | -0.8% | -39.9% | -40.4% |
| 6M | -53.7% | +7.1% | -60.8% | -53.6% |
| YTD | -19.9% | +34.0% | -53.9% | -12.6% |
| 1Y | -4.0% | +23.2% | -27.2% | -12.0% |
| All | -4.0% | +22.2% | -26.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling