+119.5%
RF vs POET
+294.6%
-175.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.3% |
| 7D | +1.9% | +1.2% | +0.8% | +1.9% |
| 30D | +7.3% | -12.2% | +19.5% | +7.6% |
| 3M | -7.9% | -42.4% | +34.5% | -6.6% |
| 6M | +10.5% | -64.3% | +74.8% | +12.8% |
| YTD | +9.6% | -19.0% | +28.6% | +4.8% |
| 1Y | +20.3% | +9.1% | +11.2% | +13.0% |
| 3Y | +119.5% | +297.7% | -178.1% | +84.2% |
| All | +119.5% | +294.6% | -175.1% | +84.2% |
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