+89.7%
RF vs POET
+122.2%
-32.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.5% |
| 7D | -0.1% | +9.7% | -9.9% | -0.4% |
| 30D | -4.0% | -6.5% | +2.5% | -3.9% |
| 3M | +5.6% | -25.7% | +31.3% | +6.1% |
| 6M | +13.1% | +19.6% | -6.5% | +8.3% |
| YTD | +13.6% | +26.4% | -12.8% | +8.2% |
| 1Y | +16.0% | +50.1% | -34.1% | +9.1% |
| All | +89.7% | +122.2% | -32.6% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling