-18.0%
POET vs RRC
+44.7%
-62.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -4.0% |
| 7D | -16.4% | -6.8% | -9.7% | -16.3% |
| 30D | -37.5% | +34.7% | -72.2% | -38.1% |
| 3M | -43.1% | +31.5% | -74.6% | -43.7% |
| 6M | -31.4% | +21.8% | -53.1% | -30.3% |
| YTD | -22.9% | +48.9% | -71.8% | -29.2% |
| 1Y | -18.0% | +42.1% | -60.1% | -24.3% |
| All | -18.0% | +44.7% | -62.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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