-20.8%
POET vs RBA
+388.9%
-409.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +8.0% |
| 7D | +5.6% | -2.9% | +8.5% | +6.5% |
| 30D | -2.1% | -12.3% | +10.2% | +1.1% |
| 3M | -48.8% | -20.5% | -28.3% | -45.9% |
| 6M | +15.8% | -18.5% | +34.3% | +21.1% |
| YTD | +25.1% | -18.2% | +43.3% | +30.3% |
| 1Y | +50.6% | -27.5% | +78.1% | +61.9% |
| 3Y | +107.9% | +38.1% | +69.8% | +89.5% |
| 5Y | -11.0% | +44.8% | -55.8% | -21.8% |
| 10Y | +25.7% | +187.1% | -161.4% | -9.1% |
| All | -20.8% | +388.9% | -409.7% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling