-35.1%
POET vs RRC
+134.0%
-169.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | +1.2% | +6.4% | -5.2% | -0.4% |
| 30D | -12.2% | +23.9% | -36.0% | -17.5% |
| 3M | -42.4% | +30.2% | -72.6% | -46.9% |
| 6M | -64.3% | +26.3% | -90.6% | -66.9% |
| YTD | -19.0% | +48.1% | -67.0% | -28.8% |
| 1Y | +9.1% | +37.7% | -28.5% | -2.0% |
| 3Y | +297.7% | +60.3% | +237.4% | +244.8% |
| All | -35.1% | +134.0% | -169.0% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling