-20.0%
POET vs DVA
+595.9%
-615.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -4.0% |
| 7D | +9.7% | +2.0% | +7.7% | +9.4% |
| 30D | -6.5% | -0.4% | -6.2% | -6.5% |
| 3M | -25.7% | -7.7% | -18.1% | -25.2% |
| 6M | +19.6% | +20.0% | -0.4% | +14.7% |
| YTD | +26.4% | +61.1% | -34.7% | +14.1% |
| 1Y | +50.1% | +33.9% | +16.2% | +40.1% |
| 3Y | +127.9% | +91.5% | +36.4% | +100.9% |
| 5Y | -5.9% | +41.8% | -47.7% | -15.3% |
| 10Y | +31.1% | +187.5% | -156.4% | +3.0% |
| All | -20.0% | +595.9% | -615.9% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling