-57.4%
POET vs DOC
+84.5%
-141.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.2% | -12.5% | -12.7% |
| 7D | -24.7% | +6.2% | -31.0% | -25.5% |
| 30D | -44.7% | +6.5% | -51.2% | -45.4% |
| 3M | -47.3% | -6.2% | -41.1% | -46.9% |
| 6M | -53.7% | +25.6% | -79.3% | -55.7% |
| YTD | -32.7% | +32.1% | -64.8% | -36.1% |
| 1Y | -29.5% | +20.3% | -49.8% | -32.1% |
| 3Y | +180.3% | +42.7% | +137.5% | +166.3% |
| 5Y | -48.0% | -22.2% | -25.9% | -47.5% |
| 10Y | +77.5% | +16.5% | +61.0% | +72.4% |
| All | -57.4% | +84.5% | -141.9% | -55.0% |
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 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