+22.6%
POET vs RCAT
-98.5%
+121.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -5.0% |
| 7D | +3.7% | -5.4% | +9.1% | +3.8% |
| 30D | -11.5% | -24.2% | +12.7% | -11.1% |
| 3M | -30.8% | -25.8% | -4.9% | -30.5% |
| 6M | +8.6% | -44.9% | +53.5% | +9.4% |
| YTD | +20.1% | +1.9% | +18.2% | +20.2% |
| 1Y | +35.7% | -5.2% | +40.9% | +36.0% |
| 3Y | +116.5% | +759.6% | -643.1% | +114.8% |
| 5Y | -8.4% | +187.5% | -196.0% | -9.1% |
| All | +22.6% | -98.5% | +121.1% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling