+174.2%
POET vs REPL
+37.4%
+136.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -6.8% |
| 7D | +22.3% | +9.8% | +12.5% | +21.7% |
| 30D | -17.6% | +81.5% | -99.1% | -20.0% |
| 3M | -41.3% | +44.2% | -85.5% | -42.5% |
| 6M | -62.1% | +437.4% | -499.5% | -66.8% |
| YTD | -17.7% | +126.1% | -143.8% | -27.2% |
| 1Y | +3.2% | +143.1% | -140.0% | -9.4% |
| 3Y | +294.7% | +97.8% | +196.9% | +189.0% |
| 5Y | -37.2% | -34.3% | -3.0% | -51.6% |
| All | +174.2% | +37.4% | +136.8% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling