-1.9%
POET vs RRC
+142.8%
-144.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.0% |
| 7D | +0.4% | -1.8% | +2.2% | +0.8% |
| 30D | -10.4% | +2.7% | -13.0% | -11.1% |
| 3M | -29.3% | +8.8% | -38.2% | -31.5% |
| 6M | +6.9% | -1.2% | +8.0% | +6.4% |
| YTD | +25.6% | +17.6% | +8.0% | +18.6% |
| 1Y | +49.2% | +18.4% | +30.7% | +41.6% |
| 3Y | +128.4% | +33.1% | +95.4% | +111.9% |
| All | -1.9% | +142.8% | -144.7% | -18.9% |
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