-18.0%
POET vs RNG
+179.4%
-197.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -16.4% | -9.6% | -6.9% | -16.2% |
| 30D | -37.5% | -1.4% | -36.1% | -37.4% |
| 3M | -43.1% | +28.8% | -71.8% | -43.0% |
| 6M | -31.4% | +65.6% | -96.9% | -30.6% |
| YTD | -22.9% | +171.4% | -194.3% | -21.3% |
| 1Y | -18.0% | +185.3% | -203.3% | -12.4% |
| All | -18.0% | +179.4% | -197.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling