-47.9%
POET vs RL
+672.4%
-720.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -6.6% |
| 7D | +22.3% | +2.4% | +19.9% | +21.6% |
| 30D | -17.6% | +4.6% | -22.1% | -18.3% |
| 3M | -41.3% | -1.1% | -40.1% | -41.2% |
| 6M | -62.1% | +16.5% | -78.6% | -63.3% |
| YTD | -17.7% | +11.4% | -29.1% | -19.6% |
| 1Y | +3.2% | +16.1% | -12.9% | 0.0% |
| 3Y | +294.7% | +252.6% | +42.1% | +218.8% |
| 5Y | -37.2% | +244.9% | -282.1% | -50.0% |
| 10Y | +126.5% | +342.4% | -215.8% | +68.0% |
| All | -47.9% | +672.4% | -720.3% | -63.6% |
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