-20.8%
POET vs DOC
+87.4%
-108.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.9% | +8.3% |
| 7D | +5.6% | -1.5% | +7.1% | +5.8% |
| 30D | -2.1% | -4.8% | +2.7% | -1.4% |
| 3M | -48.8% | +6.9% | -55.7% | -49.6% |
| 6M | +15.8% | +20.7% | -5.0% | +11.8% |
| YTD | +25.1% | +34.1% | -9.0% | +18.8% |
| 1Y | +50.6% | +22.6% | +27.9% | +44.7% |
| 3Y | +107.9% | +20.8% | +87.0% | +101.0% |
| 5Y | -11.0% | -24.9% | +13.9% | -9.6% |
| 10Y | +25.7% | -1.8% | +27.5% | +22.2% |
| All | -20.8% | +87.4% | -108.2% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling