+1,258.6%
ROK vs POET
-24.0%
+1,282.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -0.9% |
| 7D | -1.6% | +3.7% | -5.3% | -1.8% |
| 30D | -5.4% | -11.5% | +6.1% | -5.1% |
| 3M | -4.0% | -30.8% | +26.8% | -3.0% |
| 6M | +13.3% | +8.6% | +4.8% | +10.1% |
| YTD | +9.3% | +20.1% | -10.7% | +5.6% |
| 1Y | +25.8% | +35.7% | -9.9% | +20.0% |
| 3Y | +49.1% | +116.5% | -67.4% | +34.1% |
| 5Y | +45.9% | -8.4% | +54.3% | +32.9% |
| 10Y | +349.9% | +24.6% | +325.3% | +285.1% |
| All | +1,258.6% | -24.0% | +1,282.6% | +1,125.0% |
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 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