+309.8%
RMBS vs POET
-20.5%
+330.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | -13.9% | -10.4% | -3.5% | -13.4% |
| 3M | -39.8% | -29.3% | -10.5% | -38.6% |
| 6M | -6.0% | +6.9% | -12.9% | -8.0% |
| YTD | -5.4% | +25.6% | -30.9% | -8.2% |
| 1Y | -1.8% | +49.2% | -51.0% | -6.1% |
| 3Y | +53.7% | +128.4% | -74.8% | +38.7% |
| 5Y | +268.5% | -4.2% | +272.7% | +237.3% |
| 10Y | +563.9% | +30.3% | +533.6% | +469.4% |
| All | +309.8% | -20.5% | +330.3% | +236.9% |
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