+316.8%
POET vs REPL
-6.0%
+322.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.6% | +9.7% | +8.1% |
| 7D | +5.6% | -3.0% | +8.6% | +5.7% |
| 30D | -2.1% | +27.1% | -29.2% | -3.4% |
| 3M | -48.8% | +52.4% | -101.2% | -50.9% |
| 6M | +15.8% | +107.4% | -91.7% | +2.3% |
| YTD | +25.1% | +54.7% | -29.6% | +12.9% |
| 1Y | +50.6% | +158.9% | -108.3% | +23.8% |
| 3Y | +107.9% | -23.7% | +131.6% | +61.7% |
| 5Y | -11.0% | -54.3% | +43.3% | -30.1% |
| All | +316.8% | -6.0% | +322.8% | +213.6% |
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