-35.1%
POET vs OUST
-53.0%
+18.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.5% | +7.0% | +0.6% |
| 7D | +1.2% | -3.8% | +5.0% | +2.1% |
| 30D | -12.2% | +5.1% | -17.2% | -13.1% |
| 3M | -42.4% | -25.8% | -16.6% | -38.0% |
| 6M | -64.3% | -2.0% | -62.3% | -64.1% |
| YTD | -19.0% | +54.7% | -73.7% | -25.0% |
| 1Y | +9.1% | +48.8% | -39.7% | +2.2% |
| 3Y | +297.7% | +607.8% | -310.1% | +196.5% |
| All | -35.1% | -53.0% | +18.0% | -38.7% |
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