-18.0%
POET vs RL
+34.3%
-52.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -6.2% |
| 7D | -16.4% | +5.8% | -22.2% | -18.7% |
| 30D | -37.5% | +12.7% | -50.2% | -41.1% |
| 3M | -43.1% | +9.3% | -52.4% | -45.7% |
| 6M | -31.4% | +16.9% | -48.3% | -37.4% |
| YTD | -22.9% | +17.5% | -40.4% | -32.0% |
| 1Y | -18.0% | +34.6% | -52.6% | -37.9% |
| All | -18.0% | +34.3% | -52.3% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling