-24.0%
POET vs RRX
+348.6%
-372.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.3% |
| 7D | +3.7% | -3.7% | +7.4% | +5.3% |
| 30D | -11.5% | -9.3% | -2.2% | -7.9% |
| 3M | -30.8% | -21.8% | -9.0% | -23.4% |
| 6M | +8.6% | -22.0% | +30.6% | +21.2% |
| YTD | +20.1% | +11.9% | +8.1% | +17.3% |
| 1Y | +35.7% | +11.6% | +24.1% | +32.3% |
| 3Y | +116.5% | +2.2% | +114.3% | +116.0% |
| 5Y | -8.4% | +14.9% | -23.3% | -14.1% |
| 10Y | +24.6% | +214.2% | -189.6% | -11.7% |
| All | -24.0% | +348.6% | -372.6% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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