-31.0%
POET vs RL
+243.0%
-274.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.6% | +10.8% |
| 7D | +14.5% | -4.4% | +18.9% | +16.7% |
| 30D | -12.8% | +5.6% | -18.4% | -14.6% |
| 3M | -34.9% | -0.6% | -34.3% | -34.9% |
| 6M | -59.8% | +15.5% | -75.2% | -62.3% |
| YTD | -11.7% | +12.3% | -24.0% | -16.4% |
| 1Y | +5.7% | +19.3% | -13.6% | -2.3% |
| 3Y | +323.5% | +255.5% | +67.9% | +189.5% |
| 5Y | -31.0% | +247.1% | -278.0% | -54.0% |
| All | -31.0% | +243.0% | -274.0% | -54.0% |
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