+335.4%
RF vs POET
+24.6%
+310.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.4% |
| 7D | -1.6% | +3.7% | -5.3% | -1.8% |
| 30D | -4.3% | -11.5% | +7.3% | -3.8% |
| 3M | +5.9% | -30.8% | +36.6% | +7.1% |
| 6M | +14.1% | +8.6% | +5.6% | +8.5% |
| YTD | +13.8% | +20.1% | -6.3% | +7.0% |
| 1Y | +15.2% | +35.7% | -20.5% | +6.5% |
| 3Y | +90.6% | +116.5% | -26.0% | +59.5% |
| 5Y | +88.9% | -8.4% | +97.3% | +62.6% |
| All | +335.4% | +24.6% | +310.8% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling