-59.8%
POET vs RACE
+24.6%
-84.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.2% | +10.3% |
| 7D | +14.5% | -3.9% | +18.4% | +17.5% |
| 30D | -12.8% | +6.8% | -19.6% | -16.5% |
| 3M | -34.9% | +1.3% | -36.3% | -35.5% |
| 6M | -59.8% | +26.3% | -86.1% | -68.4% |
| All | -59.8% | +24.6% | -84.4% | -68.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling