+19.5%
POET vs OUST
-60.2%
+79.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.8% | -7.1% | +1.3% |
| 7D | +9.6% | +36.7% | -27.1% | +2.1% |
| 30D | -24.5% | -3.3% | -21.2% | -23.9% |
| 3M | -41.0% | -11.1% | -29.8% | -39.4% |
| 6M | -52.0% | +53.1% | -105.0% | -55.8% |
| YTD | -16.9% | +78.2% | -95.1% | -24.7% |
| 1Y | -2.4% | +50.0% | -52.4% | -9.0% |
| 3Y | +260.3% | +836.2% | -575.9% | +167.9% |
| 5Y | -35.1% | -50.0% | +14.9% | -45.2% |
| All | +19.5% | -60.2% | +79.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling