-20.5%
POET vs DTE
+621.0%
-641.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.2% |
| 7D | +0.4% | -2.6% | +3.0% | +1.6% |
| 30D | -10.4% | -4.4% | -6.0% | -8.4% |
| 3M | -29.3% | -8.3% | -21.0% | -26.9% |
| 6M | +6.9% | -8.1% | +14.9% | +9.4% |
| YTD | +25.6% | +4.4% | +21.2% | +20.4% |
| 1Y | +49.2% | +0.2% | +49.0% | +46.2% |
| 3Y | +128.4% | +42.6% | +85.8% | +87.8% |
| 5Y | -4.2% | +31.5% | -35.7% | -20.5% |
| 10Y | +30.3% | +138.2% | -107.9% | -20.7% |
| All | -20.5% | +621.0% | -641.5% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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