-5.9%
POET vs RL
+233.3%
-239.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -2.5% |
| 7D | +9.7% | -0.3% | +10.0% | +9.9% |
| 30D | -6.5% | -17.5% | +11.0% | +0.4% |
| 3M | -25.7% | -14.0% | -11.7% | -21.5% |
| 6M | +19.6% | -2.0% | +21.5% | +19.2% |
| YTD | +26.4% | -4.6% | +31.0% | +27.6% |
| 1Y | +50.1% | +9.5% | +40.6% | +44.7% |
| 3Y | +127.9% | +200.5% | -72.6% | +68.5% |
| 5Y | -5.9% | +226.3% | -232.1% | -36.1% |
| All | -5.9% | +233.3% | -239.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling