-18.0%
POET vs Z
-54.2%
+36.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.4% | -13.6% | -3.8% |
| 7D | -16.4% | +10.2% | -26.6% | -16.2% |
| 30D | -37.5% | +23.7% | -61.2% | -37.6% |
| 3M | -43.1% | -6.6% | -36.5% | -42.9% |
| 6M | -31.4% | -23.0% | -8.4% | -26.6% |
| YTD | -22.9% | -50.3% | +27.4% | -1.6% |
| 1Y | -18.0% | -53.6% | +35.6% | +17.6% |
| All | -18.0% | -54.2% | +36.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling