-38.2%
POET vs OUST
-49.1%
+10.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | +14.0% | +5.0% | +15.5% |
| 7D | -2.5% | +17.0% | -19.5% | -6.2% |
| 30D | -31.7% | -16.5% | -15.2% | -28.5% |
| 3M | -40.6% | -23.7% | -16.9% | -36.5% |
| 6M | -47.8% | +18.4% | -66.2% | -49.9% |
| YTD | -19.9% | +60.8% | -80.7% | -26.5% |
| 1Y | -4.7% | +44.2% | -48.9% | -10.5% |
| 3Y | +275.6% | +668.1% | -392.5% | +179.0% |
| All | -38.2% | -49.1% | +10.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling