-5.9%
POET vs REPL
-53.9%
+48.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.6% | -3.6% |
| 7D | +9.7% | -9.6% | +19.3% | +10.2% |
| 30D | -6.5% | +5.7% | -12.2% | -6.9% |
| 3M | -25.7% | +56.4% | -82.1% | -28.7% |
| 6M | +19.6% | +67.4% | -47.9% | +8.6% |
| YTD | +26.4% | +48.7% | -22.3% | +15.3% |
| 1Y | +50.1% | +148.3% | -98.2% | +22.8% |
| 3Y | +127.9% | -26.7% | +154.6% | +70.8% |
| 5Y | -5.9% | -54.1% | +48.3% | -28.1% |
| All | -5.9% | -53.9% | +48.0% | -28.1% |
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 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