+333.3%
POET vs RL
+257.6%
+75.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.6% | +11.0% |
| 7D | +14.5% | -4.4% | +18.9% | +17.5% |
| 30D | -12.8% | +5.6% | -18.4% | -15.4% |
| 3M | -34.9% | -0.6% | -34.3% | -34.9% |
| 6M | -59.8% | +15.5% | -75.2% | -63.4% |
| YTD | -11.7% | +12.3% | -24.0% | -18.8% |
| 1Y | +5.7% | +19.3% | -13.6% | -6.4% |
| All | +333.3% | +257.6% | +75.8% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling