-18.0%
POET vs DVA
+62.2%
-80.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -3.6% |
| 7D | -16.4% | +4.7% | -21.2% | -16.0% |
| 30D | -37.5% | +7.8% | -45.3% | -36.9% |
| 3M | -43.1% | -15.5% | -27.6% | -43.5% |
| 6M | -31.4% | +25.0% | -56.4% | -30.8% |
| YTD | -22.9% | +69.6% | -92.5% | -19.8% |
| 1Y | -18.0% | +60.6% | -78.6% | -14.1% |
| All | -18.0% | +62.2% | -80.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling