+255.2%
UL vs POET
-24.0%
+279.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -1.3% |
| 7D | -4.1% | +3.7% | -7.7% | -4.1% |
| 30D | -1.2% | -11.5% | +10.3% | -1.1% |
| 3M | +6.0% | -30.8% | +36.8% | +6.2% |
| 6M | -5.5% | +8.6% | -14.0% | -6.4% |
| YTD | -3.3% | +20.1% | -23.4% | -4.5% |
| 1Y | -9.8% | +35.7% | -45.5% | -11.2% |
| 3Y | +20.1% | +116.5% | -96.4% | +15.6% |
| 5Y | +19.2% | -8.4% | +27.6% | +15.2% |
| 10Y | +65.4% | +24.6% | +40.8% | +56.2% |
| All | +255.2% | -24.0% | +279.2% | +245.9% |
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