+128.4%
POET vs RNG
+119.8%
+8.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +0.4% | -6.1% | +6.5% | +1.5% |
| 30D | -10.4% | +9.6% | -20.0% | -12.4% |
| 3M | -29.3% | +83.3% | -112.7% | -39.3% |
| 6M | +6.9% | +77.9% | -71.1% | -7.9% |
| YTD | +25.6% | +139.9% | -114.3% | -3.6% |
| 1Y | +49.2% | +121.7% | -72.5% | +17.2% |
| 3Y | +128.4% | +121.9% | +6.6% | +109.3% |
| All | +128.4% | +119.8% | +8.7% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling