+303.9%
POET vs OUST
+659.3%
-355.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.2% | -2.6% | -5.2% |
| 7D | +22.3% | +19.9% | +2.4% | +14.4% |
| 30D | -17.6% | +3.6% | -21.2% | -18.7% |
| 3M | -41.3% | -20.6% | -20.6% | -36.1% |
| 6M | -62.1% | +35.1% | -97.1% | -66.8% |
| YTD | -17.7% | +69.1% | -86.8% | -31.9% |
| 1Y | +3.2% | +49.9% | -46.8% | -11.1% |
| All | +303.9% | +659.3% | -355.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling