-48.7%
POET vs RL
+663.5%
-712.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | +1.2% | +2.6% | -1.4% | +0.6% |
| 30D | -12.2% | +2.9% | -15.1% | -12.6% |
| 3M | -42.4% | 0.0% | -42.4% | -42.4% |
| 6M | -64.3% | +17.1% | -81.4% | -65.5% |
| YTD | -19.0% | +10.1% | -29.1% | -20.7% |
| 1Y | +9.1% | +17.3% | -8.2% | +5.6% |
| 3Y | +297.7% | +249.3% | +48.3% | +221.9% |
| 5Y | -38.2% | +240.9% | -279.1% | -50.7% |
| 10Y | +123.0% | +337.3% | -214.2% | +65.9% |
| All | -48.7% | +663.5% | -712.2% | -64.1% |
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 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