+22.6%
POET vs RL
+308.3%
-285.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.1% |
| 7D | +3.7% | -2.2% | +5.9% | +4.3% |
| 30D | -11.5% | -15.3% | +3.8% | -7.4% |
| 3M | -30.8% | -10.3% | -20.4% | -28.7% |
| 6M | +8.6% | -2.2% | +10.8% | +8.6% |
| YTD | +20.1% | -4.3% | +24.4% | +21.1% |
| 1Y | +35.7% | +8.9% | +26.8% | +32.7% |
| 3Y | +116.5% | +201.4% | -84.9% | +68.9% |
| 5Y | -8.4% | +230.6% | -239.0% | -31.6% |
| All | +22.6% | +308.3% | -285.8% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling