-20.5%
POET vs NYT
+399.3%
-419.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -10.4% | +4.6% | -15.0% | -11.1% |
| 3M | -29.3% | -9.6% | -19.8% | -28.5% |
| 6M | +6.9% | -14.0% | +20.9% | +8.6% |
| YTD | +25.6% | -2.8% | +28.4% | +24.6% |
| 1Y | +49.2% | +15.6% | +33.6% | +42.9% |
| 3Y | +128.4% | +56.3% | +72.1% | +106.6% |
| 5Y | -4.2% | +39.5% | -43.7% | -13.1% |
| 10Y | +30.3% | +488.0% | -457.7% | -5.1% |
| All | -20.5% | +399.3% | -419.8% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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