-48.7%
POET vs RCAT
-99.8%
+51.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.5% |
| 7D | +1.2% | -5.9% | +7.1% | +1.3% |
| 30D | -12.2% | -19.7% | +7.5% | -11.7% |
| 3M | -42.4% | -62.9% | +20.4% | -41.2% |
| 6M | -64.3% | -59.6% | -4.7% | -63.6% |
| YTD | -19.0% | -52.1% | +33.1% | -17.7% |
| 1Y | +9.1% | -50.9% | +60.1% | +10.9% |
| 3Y | +297.7% | +333.8% | -36.1% | +283.5% |
| 5Y | -38.2% | +40.7% | -78.9% | -39.9% |
| 10Y | +123.0% | -99.8% | +222.8% | +61.6% |
| All | -48.7% | -99.8% | +51.1% | -93.6% |
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