-1.9%
POET vs DVA
+46.8%
-48.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -29.3% | -10.9% | -18.4% | -28.5% |
| 6M | +6.9% | +17.3% | -10.4% | +2.1% |
| YTD | +25.6% | +59.8% | -34.2% | +11.2% |
| 1Y | +49.2% | +36.3% | +12.9% | +37.1% |
| 3Y | +128.4% | +88.6% | +39.8% | +101.3% |
| All | -1.9% | +46.8% | -48.7% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling