+261.5%
POET vs DOC
+43.5%
+218.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -5.9% |
| 7D | -16.4% | +8.7% | -25.2% | -20.6% |
| 30D | -37.5% | +7.6% | -45.2% | -40.5% |
| 3M | -43.1% | -5.3% | -37.8% | -41.6% |
| 6M | -31.4% | +27.6% | -59.0% | -44.8% |
| YTD | -22.9% | +32.4% | -55.3% | -40.5% |
| 1Y | -18.0% | +22.9% | -40.8% | -33.1% |
| All | +261.5% | +43.5% | +218.0% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling