+118.4%
POET vs RUN
-38.5%
+156.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.7% |
| 7D | +3.7% | -3.4% | +7.0% | +4.3% |
| 30D | -11.5% | -14.0% | +2.4% | -9.2% |
| 3M | -30.8% | -27.5% | -3.3% | -27.0% |
| 6M | +8.6% | -29.0% | +37.5% | +15.5% |
| YTD | +20.1% | -53.1% | +73.2% | +31.9% |
| 1Y | +35.7% | -46.7% | +82.4% | +47.7% |
| All | +118.4% | -38.5% | +156.9% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling