-16.9%
POET vs RGEN
+3,440.5%
-3,457.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.9% |
| 7D | +17.0% | -0.9% | +17.9% | +17.2% |
| 30D | -6.7% | +2.8% | -9.6% | -7.0% |
| 3M | -32.3% | +34.5% | -66.8% | -35.2% |
| 6M | +32.3% | +40.5% | -8.1% | +25.5% |
| YTD | +31.3% | +2.8% | +28.4% | +29.7% |
| 1Y | +55.3% | +39.6% | +15.7% | +47.8% |
| 3Y | +136.8% | +4.4% | +132.3% | +130.0% |
| 5Y | -2.2% | -42.8% | +40.5% | -1.9% |
| 10Y | +34.0% | +406.7% | -372.7% | +7.9% |
| All | -16.9% | +3,440.5% | -3,457.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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