+1,389.5%
ROL vs POET
-20.0%
+1,409.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -1.1% |
| 7D | -3.3% | +9.7% | -13.0% | -3.4% |
| 30D | -7.2% | -6.5% | -0.7% | -7.2% |
| 3M | -27.0% | -25.7% | -1.3% | -26.8% |
| 6M | -39.5% | +19.6% | -59.1% | -40.3% |
| YTD | -41.8% | +26.4% | -68.2% | -42.6% |
| 1Y | -38.9% | +50.1% | -89.0% | -40.1% |
| 3Y | -0.4% | +127.9% | -128.3% | -4.8% |
| 5Y | -4.2% | -5.9% | +1.7% | -7.9% |
| 10Y | +208.2% | +31.1% | +177.1% | +187.7% |
| All | +1,389.5% | -20.0% | +1,409.5% | +1,300.8% |
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