+114.6%
ROST vs POET
-6.5%
+121.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +2.2% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -6.9% | -10.4% | +3.5% | -6.7% |
| 3M | -3.3% | -29.3% | +26.0% | -2.9% |
| 6M | +9.0% | +6.9% | +2.2% | +6.9% |
| YTD | +28.9% | +25.6% | +3.3% | +25.7% |
| 1Y | +54.0% | +49.2% | +4.8% | +48.8% |
| 3Y | +100.7% | +128.4% | -27.7% | +90.6% |
| All | +114.6% | -6.5% | +121.1% | +103.1% |
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