+126.5%
POET vs RACE
+717.8%
-591.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.5% | -4.3% | -6.1% |
| 7D | +22.3% | -4.0% | +26.3% | +23.8% |
| 30D | -17.6% | +3.5% | -21.1% | -18.4% |
| 3M | -41.3% | -0.4% | -40.8% | -41.2% |
| 6M | -62.1% | +23.2% | -85.2% | -64.3% |
| YTD | -17.7% | +11.0% | -28.7% | -20.8% |
| 1Y | +3.2% | -2.2% | +5.4% | +3.2% |
| 3Y | +294.7% | +22.5% | +272.2% | +273.1% |
| 5Y | -37.2% | +63.2% | -100.4% | -46.4% |
| All | +126.5% | +717.8% | -591.3% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling