-59.8%
POET vs ES
+7.5%
-67.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +8.9% | +11.9% |
| 7D | +14.5% | +0.1% | +14.4% | +15.1% |
| 30D | -12.8% | +6.7% | -19.5% | -6.2% |
| 3M | -34.9% | +0.3% | -35.3% | -34.0% |
| 6M | -59.8% | +7.4% | -67.2% | -57.9% |
| All | -59.8% | +7.5% | -67.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 6mo: compounded portfolio wealth divided by compounded ES 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…
6mo analysis · Full analysis span regression · 6 months rolling