-18.0%
POET vs REPL
+125.1%
-143.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | -16.4% | +28.8% | -45.3% | -15.3% |
| 30D | -37.5% | +57.3% | -94.9% | -36.1% |
| 3M | -43.1% | +73.6% | -116.6% | -41.3% |
| 6M | -31.4% | +582.8% | -614.2% | -15.7% |
| YTD | -22.9% | +112.9% | -135.8% | -1.3% |
| 1Y | -18.0% | +130.7% | -148.6% | -8.9% |
| All | -18.0% | +125.1% | -143.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling