-35.1%
POET vs RCAT
+41.8%
-76.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.7% |
| 7D | +1.2% | -5.9% | +7.1% | +2.6% |
| 30D | -12.2% | -19.7% | +7.5% | -7.3% |
| 3M | -42.4% | -62.9% | +20.4% | -28.1% |
| 6M | -64.3% | -59.6% | -4.7% | -56.3% |
| YTD | -19.0% | -52.1% | +33.1% | -5.2% |
| 1Y | +9.1% | -50.9% | +60.1% | +27.7% |
| 3Y | +297.7% | +333.8% | -36.1% | +219.1% |
| All | -35.1% | +41.8% | -76.9% | -43.2% |
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