-31.0%
POET vs REPL
-34.5%
+3.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.4% | +16.7% | +10.6% |
| 7D | +14.5% | +5.3% | +9.3% | +14.3% |
| 30D | -12.8% | +66.6% | -79.4% | -15.0% |
| 3M | -34.9% | +59.6% | -94.5% | -36.5% |
| 6M | -59.8% | +482.4% | -542.1% | -64.9% |
| YTD | -11.7% | +124.1% | -135.8% | -21.2% |
| 1Y | +5.7% | +138.6% | -132.9% | -6.3% |
| 3Y | +323.5% | +96.0% | +227.4% | +193.1% |
| 5Y | -31.0% | -35.4% | +4.4% | -41.7% |
| All | -31.0% | -34.5% | +3.5% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling