+53.1%
ROK vs POET
+120.8%
-67.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -4.8% | -10.4% | +5.6% | -4.4% |
| 3M | -6.1% | -29.3% | +23.2% | -5.0% |
| 6M | +15.5% | +6.9% | +8.6% | +11.1% |
| YTD | +11.2% | +25.6% | -14.4% | +5.6% |
| 1Y | +23.8% | +49.2% | -25.3% | +15.6% |
| 3Y | +53.1% | +128.4% | -75.3% | +37.3% |
| All | +53.1% | +120.8% | -67.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling