+114.1%
POET vs URA
-31.1%
+145.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.8% | +7.3% | +7.7% |
| 7D | +5.6% | +1.1% | +4.5% | +5.1% |
| 30D | -2.1% | +7.4% | -9.5% | -5.3% |
| 3M | -48.8% | -8.4% | -40.4% | -45.2% |
| 6M | +15.8% | -12.7% | +28.5% | +26.2% |
| YTD | +25.1% | +7.8% | +17.3% | +24.1% |
| 1Y | +50.6% | +19.5% | +31.1% | +43.6% |
| 3Y | +107.9% | +116.4% | -8.5% | +53.4% |
| 5Y | -11.0% | +134.3% | -145.3% | -40.6% |
| 10Y | +25.7% | +359.3% | -333.5% | -41.3% |
| All | +114.1% | -31.1% | +145.2% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling