-59.8%
POET vs URA
-39.5%
-20.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +8.2% |
| 7D | +14.5% | +2.9% | +11.7% | +11.1% |
| 30D | -12.8% | -10.8% | -2.0% | +2.2% |
| 3M | -34.9% | -25.5% | -9.4% | -4.7% |
| 6M | -59.8% | -41.2% | -18.6% | -21.6% |
| All | -59.8% | -39.5% | -20.3% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling