+554.3%
ROP vs POET
-24.0%
+578.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | -0.4% |
| 7D | -8.0% | +3.7% | -11.7% | -8.0% |
| 30D | -2.7% | -11.5% | +8.8% | -2.6% |
| 3M | +16.6% | -30.8% | +47.4% | +17.0% |
| 6M | +10.4% | +8.6% | +1.8% | +8.8% |
| YTD | -12.1% | +20.1% | -32.1% | -13.6% |
| 1Y | -23.6% | +35.7% | -59.3% | -25.3% |
| 3Y | -19.3% | +116.5% | -135.9% | -23.3% |
| 5Y | -15.4% | -8.4% | -6.9% | -19.0% |
| 10Y | +134.6% | +24.6% | +110.0% | +118.2% |
| All | +554.3% | -24.0% | +578.3% | +591.6% |
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