-8.4%
POET vs RVTY
-34.5%
+26.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.0% |
| 7D | +3.7% | -7.4% | +11.1% | +7.2% |
| 30D | -11.5% | +4.5% | -16.0% | -13.2% |
| 3M | -30.8% | +19.5% | -50.3% | -36.7% |
| 6M | +8.6% | +34.1% | -25.5% | -5.6% |
| YTD | +20.1% | +25.3% | -5.2% | +6.9% |
| 1Y | +35.7% | +47.0% | -11.3% | +14.4% |
| 3Y | +116.5% | +14.1% | +102.4% | +97.9% |
| 5Y | -8.4% | -34.6% | +26.1% | -11.6% |
| All | -8.4% | -34.5% | +26.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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