+337.5%
RF vs POET
-20.8%
+358.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.3% |
| 7D | +1.3% | +5.6% | -4.3% | +1.2% |
| 30D | -3.6% | -2.1% | -1.5% | -3.6% |
| 3M | +8.1% | -48.8% | +56.9% | +9.4% |
| 6M | +11.5% | +15.8% | -4.3% | +8.7% |
| YTD | +15.6% | +25.1% | -9.5% | +12.3% |
| 1Y | +15.7% | +50.6% | -34.9% | +11.4% |
| 3Y | +86.9% | +107.9% | -21.0% | +73.0% |
| 5Y | +89.8% | -11.0% | +100.8% | +77.2% |
| 10Y | +344.7% | +25.7% | +319.0% | +304.0% |
| All | +337.5% | -20.8% | +358.3% | +326.6% |
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