-5.9%
POET vs RBA
+39.8%
-45.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.5% |
| 7D | +9.7% | -1.9% | +11.6% | +10.4% |
| 30D | -6.5% | -13.0% | +6.4% | -2.5% |
| 3M | -25.7% | -23.1% | -2.6% | -19.8% |
| 6M | +19.6% | -22.6% | +42.2% | +28.0% |
| YTD | +26.4% | -20.4% | +46.8% | +33.4% |
| 1Y | +50.1% | -29.6% | +79.7% | +65.0% |
| 3Y | +127.9% | +26.6% | +101.4% | +112.7% |
| 5Y | -5.9% | +38.2% | -44.1% | -19.5% |
| All | -5.9% | +39.8% | -45.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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