-18.0%
POET vs RACE
+10.6%
-28.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -5.0% |
| 7D | -16.4% | +9.9% | -26.4% | -18.2% |
| 30D | -37.5% | +12.8% | -50.3% | -39.2% |
| 3M | -43.1% | +7.4% | -50.4% | -43.8% |
| 6M | -31.4% | +27.6% | -59.0% | -34.3% |
| YTD | -22.9% | +18.4% | -41.3% | -24.5% |
| 1Y | -18.0% | +9.5% | -27.5% | -12.6% |
| All | -18.0% | +10.6% | -28.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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