+123.0%
POET vs URA
+266.3%
-143.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.6% |
| 7D | +1.2% | -1.5% | +2.7% | +2.3% |
| 30D | -12.2% | -10.4% | -1.7% | -5.2% |
| 3M | -42.4% | -29.6% | -12.8% | -28.4% |
| 6M | -64.3% | -40.3% | -24.0% | -50.4% |
| YTD | -19.0% | -25.5% | +6.5% | +0.4% |
| 1Y | +9.1% | -26.4% | +35.6% | +37.2% |
| 3Y | +297.7% | +31.4% | +266.2% | +278.6% |
| 5Y | -38.2% | +28.6% | -66.8% | -43.6% |
| All | +123.0% | +266.3% | -143.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling