-37.4%
POET vs RACE
+66.0%
-103.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.0% | -1.5% | +20.5% | +19.5% |
| 7D | -2.5% | +5.1% | -7.6% | -4.3% |
| 30D | -31.7% | +7.7% | -39.4% | -33.5% |
| 3M | -40.6% | +2.2% | -42.7% | -41.0% |
| 6M | -47.8% | +23.8% | -71.6% | -51.7% |
| YTD | -19.9% | +13.9% | -33.8% | -24.3% |
| 1Y | -4.7% | +3.8% | -8.5% | -6.6% |
| 3Y | +275.6% | +28.0% | +247.5% | +251.3% |
| All | -37.4% | +66.0% | -103.4% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling