-48.7%
POET vs RBA
+456.8%
-505.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | +1.2% | +1.7% | -0.6% | +0.7% |
| 30D | -12.2% | +8.3% | -20.5% | -14.3% |
| 3M | -42.4% | +10.5% | -53.0% | -44.3% |
| 6M | -64.3% | -5.9% | -58.4% | -64.2% |
| YTD | -19.0% | -6.9% | -12.1% | -18.9% |
| 1Y | +9.1% | -4.9% | +14.0% | +8.8% |
| 3Y | +297.7% | +64.5% | +233.2% | +246.1% |
| 5Y | -38.2% | +46.1% | -84.3% | -46.1% |
| 10Y | +123.0% | +208.2% | -85.2% | +57.0% |
| All | -48.7% | +456.8% | -505.5% | -66.2% |
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