-18.0%
POET vs QSR
+23.8%
-41.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -2.8% |
| 7D | -16.4% | +5.2% | -21.6% | -15.3% |
| 30D | -37.5% | +12.2% | -49.7% | -36.0% |
| 3M | -43.1% | +7.0% | -50.1% | -41.9% |
| 6M | -31.4% | -0.3% | -31.1% | -28.7% |
| YTD | -22.9% | +18.0% | -40.9% | -15.4% |
| 1Y | -18.0% | +22.6% | -40.6% | -13.4% |
| All | -18.0% | +23.8% | -41.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling