-20.8%
POET vs RL
+592.2%
-613.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.0% | +6.0% | +7.6% |
| 7D | +5.6% | -0.8% | +6.4% | +5.8% |
| 30D | -2.1% | -7.8% | +5.7% | -0.6% |
| 3M | -48.8% | -4.0% | -44.8% | -48.5% |
| 6M | +15.8% | -1.9% | +17.7% | +15.9% |
| YTD | +25.1% | -0.2% | +25.3% | +25.0% |
| 1Y | +50.6% | +10.7% | +39.9% | +47.7% |
| 3Y | +107.9% | +210.8% | -102.9% | +72.0% |
| 5Y | -11.0% | +238.2% | -249.2% | -28.6% |
| 10Y | +25.7% | +313.4% | -287.7% | -5.1% |
| All | -20.8% | +592.2% | -613.0% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling