+81.8%
POET vs RNG
+305.9%
-224.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | +9.7% | -4.1% | +13.8% | +10.1% |
| 30D | -6.5% | +8.6% | -15.2% | -7.6% |
| 3M | -25.7% | +78.0% | -103.7% | -31.1% |
| 6M | +19.6% | +67.0% | -47.5% | +11.5% |
| YTD | +26.4% | +142.4% | -116.0% | +11.6% |
| 1Y | +50.1% | +120.4% | -70.4% | +33.9% |
| 3Y | +127.9% | +122.1% | +5.8% | +101.3% |
| 5Y | -5.9% | -69.8% | +64.0% | -8.6% |
| 10Y | +31.1% | +223.4% | -192.2% | +30.0% |
| All | +81.8% | +305.9% | -224.1% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling