-5.9%
POET vs RCAT
+184.3%
-190.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -2.4% |
| 7D | +9.7% | -2.3% | +12.0% | +10.2% |
| 30D | -6.5% | -18.7% | +12.2% | -2.4% |
| 3M | -25.7% | -29.3% | +3.6% | -20.3% |
| 6M | +19.6% | -42.3% | +61.9% | +32.2% |
| YTD | +26.4% | +2.5% | +23.9% | +24.8% |
| 1Y | +50.1% | -5.7% | +55.8% | +49.7% |
| 3Y | +127.9% | +764.9% | -637.0% | +57.2% |
| 5Y | -5.9% | +182.3% | -188.2% | -31.2% |
| All | -5.9% | +184.3% | -190.1% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling