+194.2%
POET vs REPL
+36.1%
+158.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 3M | -34.9% | +59.6% | -94.5% | -36.6% |
| 6M | -59.8% | +482.4% | -542.1% | -65.0% |
| YTD | -11.7% | +124.1% | -135.8% | -21.9% |
| 1Y | +5.7% | +138.6% | -132.9% | -7.1% |
| 3Y | +323.5% | +96.0% | +227.4% | +210.3% |
| 5Y | -31.0% | -35.4% | +4.4% | -46.7% |
| All | +194.2% | +36.1% | +158.1% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling