+25.0%
ROK vs POET
-21.9%
+46.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.3% |
| 7D | 0.0% | -16.4% | +16.5% | +1.1% |
| 30D | -2.5% | -37.5% | +35.0% | +0.2% |
| 3M | 0.0% | -43.1% | +43.1% | +3.1% |
| 6M | +11.6% | -31.4% | +42.9% | +12.4% |
| YTD | +15.2% | -22.9% | +38.1% | +8.0% |
| 1Y | +25.0% | -18.0% | +43.0% | +16.3% |
| All | +25.0% | -21.9% | +46.9% | +16.3% |
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