-20.8%
POET vs RCAT
-99.5%
+78.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.1% |
| 7D | +5.6% | -1.4% | +7.0% | +5.6% |
| 30D | -2.1% | -3.3% | +1.2% | -2.0% |
| 3M | -48.8% | -43.2% | -5.6% | -48.2% |
| 6M | +15.8% | -43.2% | +59.0% | +17.1% |
| YTD | +25.1% | +5.5% | +19.6% | +25.0% |
| 1Y | +50.6% | -1.6% | +52.2% | +50.5% |
| 3Y | +107.9% | +773.7% | -665.8% | +97.3% |
| 5Y | -11.0% | +187.6% | -198.6% | -14.9% |
| 10Y | +25.7% | -98.5% | +124.2% | -13.8% |
| All | -20.8% | -99.5% | +78.7% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling