+558.9%
RMBS vs POET
+30.3%
+528.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.5% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | -13.9% | -10.4% | -3.5% | -13.1% |
| 3M | -39.8% | -29.3% | -10.5% | -38.0% |
| 6M | -6.0% | +6.9% | -12.9% | -9.0% |
| YTD | -5.4% | +25.6% | -30.9% | -9.7% |
| 1Y | -1.8% | +49.2% | -51.0% | -8.1% |
| 3Y | +53.7% | +128.4% | -74.8% | +33.5% |
| 5Y | +268.5% | -4.2% | +272.7% | +225.8% |
| All | +558.9% | +30.3% | +528.5% | +461.8% |
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