+80.0%
POET vs OUST
-62.4%
+142.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.4% | +7.7% |
| 7D | +5.6% | +5.2% | +0.4% | +4.5% |
| 30D | -2.1% | -19.3% | +17.2% | +2.5% |
| 3M | -48.8% | -22.6% | -26.2% | -46.0% |
| 6M | +15.8% | +62.8% | -47.0% | +7.1% |
| YTD | +25.1% | +68.3% | -43.2% | +14.8% |
| 1Y | +50.6% | +28.5% | +22.0% | +43.2% |
| 3Y | +107.9% | +554.0% | -446.2% | +58.8% |
| 5Y | -11.0% | -56.2% | +45.2% | -23.8% |
| All | +80.0% | -62.4% | +142.4% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling