-15.0%
ROP vs POET
-6.5%
-8.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | 0.0% |
| 7D | -4.6% | +0.4% | -5.0% | -4.6% |
| 30D | -1.7% | -10.4% | +8.7% | -1.7% |
| 3M | +17.1% | -29.3% | +46.4% | +17.3% |
| 6M | +10.9% | +6.9% | +4.0% | +9.4% |
| YTD | -12.1% | +25.6% | -37.7% | -13.6% |
| 1Y | -24.2% | +49.2% | -73.4% | -26.0% |
| 3Y | -20.4% | +128.4% | -148.8% | -23.1% |
| All | -15.0% | -6.5% | -8.5% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling