-1.8%
RMBS vs POET
+40.7%
-42.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +0.9% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -13.9% | -10.4% | -3.5% | -12.0% |
| 3M | -39.8% | -29.3% | -10.5% | -36.1% |
| 6M | -6.0% | +6.9% | -12.9% | -14.0% |
| YTD | -5.4% | +25.6% | -30.9% | -16.6% |
| 1Y | -1.8% | +49.2% | -51.0% | -9.0% |
| All | -1.8% | +40.7% | -42.5% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling