+28.6%
ROK vs POET
+56.2%
-27.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.0% | -6.8% | +0.9% |
| 7D | +0.7% | +5.6% | -4.9% | +0.4% |
| 30D | -3.3% | -2.1% | -1.2% | -3.3% |
| 3M | -5.9% | -48.8% | +43.0% | -3.4% |
| 6M | +13.9% | +15.8% | -1.9% | +8.3% |
| YTD | +12.6% | +25.1% | -12.5% | +5.9% |
| 1Y | +28.6% | +50.6% | -22.0% | +24.1% |
| All | +28.6% | +56.2% | -27.6% | +24.1% |
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