+136.8%
POET vs RACE
+39.3%
+97.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.2% |
| 7D | +17.0% | -1.0% | +18.1% | +17.3% |
| 30D | -6.7% | -1.5% | -5.2% | -6.3% |
| 3M | -32.3% | +15.5% | -47.8% | -35.6% |
| 6M | +32.3% | +17.3% | +15.0% | +25.0% |
| YTD | +31.3% | +11.1% | +20.2% | +25.6% |
| 1Y | +55.3% | -14.3% | +69.6% | +64.0% |
| 3Y | +136.8% | +40.2% | +96.6% | +292.6% |
| All | +136.8% | +39.3% | +97.5% | +292.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling