+947.4%
RSG vs POET
-20.5%
+967.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | +0.7% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +4.0% | -10.4% | +14.3% | +4.1% |
| 3M | +7.4% | -29.3% | +36.7% | +7.7% |
| 6M | +0.1% | +6.9% | -6.7% | -1.3% |
| YTD | +6.0% | +25.6% | -19.6% | +4.1% |
| 1Y | -3.0% | +49.2% | -52.1% | -5.4% |
| 3Y | +56.5% | +128.4% | -72.0% | +47.8% |
| 5Y | +90.9% | -4.2% | +95.1% | +81.7% |
| 10Y | +428.7% | +30.3% | +398.4% | +384.1% |
| All | +947.4% | -20.5% | +967.9% | +834.8% |
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