-30.9%
POET vs QSR
+203.9%
-234.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.7% |
| 7D | +3.7% | -4.7% | +8.4% | +5.7% |
| 30D | -11.5% | +4.3% | -15.8% | -13.1% |
| 3M | -30.8% | +5.4% | -36.2% | -32.8% |
| 6M | +8.6% | +8.2% | +0.4% | +4.5% |
| YTD | +20.1% | +14.1% | +5.9% | +12.3% |
| 1Y | +35.7% | +28.1% | +7.6% | +20.1% |
| 3Y | +116.5% | +25.3% | +91.3% | +92.2% |
| 5Y | -8.4% | +40.4% | -48.8% | -23.6% |
| 10Y | +24.6% | +132.4% | -107.8% | -22.9% |
| All | -30.9% | +203.9% | -234.8% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling