-47.9%
POET vs RBA
+451.6%
-499.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -6.4% |
| 7D | +22.3% | -0.5% | +22.8% | +22.4% |
| 30D | -17.6% | +6.8% | -24.4% | -19.2% |
| 3M | -41.3% | +9.5% | -50.7% | -43.0% |
| 6M | -62.1% | -8.2% | -53.8% | -61.7% |
| YTD | -17.7% | -7.7% | -10.0% | -17.4% |
| 1Y | +3.2% | -6.9% | +10.1% | +3.4% |
| 3Y | +294.7% | +61.6% | +233.1% | +245.0% |
| 5Y | -37.2% | +44.7% | -81.9% | -45.1% |
| 10Y | +126.5% | +205.3% | -78.8% | +59.8% |
| All | -47.9% | +451.6% | -499.5% | -65.6% |
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