-48.0%
POET vs DOC
-22.1%
-26.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.5% | -12.6% |
| 7D | -24.7% | +6.2% | -31.0% | -26.5% |
| 30D | -44.7% | +6.5% | -51.2% | -46.2% |
| 3M | -47.3% | -6.2% | -41.1% | -46.2% |
| 6M | -53.7% | +25.6% | -79.3% | -59.1% |
| YTD | -32.7% | +32.1% | -64.8% | -41.9% |
| 1Y | -29.5% | +20.3% | -49.8% | -36.7% |
| 3Y | +180.3% | +42.7% | +137.5% | +149.4% |
| 5Y | -48.0% | -22.2% | -25.9% | -51.3% |
| All | -48.0% | -22.1% | -26.0% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling