-46.7%
QS vs POET
+98.7%
-145.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.2% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -17.2% | -10.4% | -6.9% | -15.9% |
| 3M | -27.0% | -29.3% | +2.4% | -23.7% |
| 6M | -24.6% | +6.9% | -31.4% | -31.5% |
| YTD | -49.3% | +25.6% | -74.9% | -55.3% |
| 1Y | -40.3% | +49.2% | -89.5% | -49.3% |
| 3Y | -23.8% | +128.4% | -152.3% | -42.3% |
| 5Y | -75.0% | -4.2% | -70.7% | -79.6% |
| All | -46.7% | +98.7% | -145.4% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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