+567.0%
RSP vs POET
-20.0%
+587.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.9% |
| 7D | -1.8% | +9.7% | -11.6% | -2.0% |
| 30D | -2.5% | -6.5% | +4.0% | -2.4% |
| 3M | +3.0% | -25.7% | +28.7% | +3.4% |
| 6M | +8.9% | +19.6% | -10.7% | +6.6% |
| YTD | +13.0% | +26.4% | -13.4% | +10.2% |
| 1Y | +16.2% | +50.1% | -33.9% | +12.4% |
| 3Y | +52.7% | +127.9% | -75.2% | +42.1% |
| 5Y | +50.5% | -5.9% | +56.3% | +41.4% |
| 10Y | +209.8% | +31.1% | +178.7% | +180.4% |
| All | +567.0% | -20.0% | +587.0% | +508.2% |
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