+207.5%
UPS vs POET
-24.0%
+231.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +0.8% |
| 7D | -3.4% | +3.7% | -7.1% | -3.5% |
| 30D | -2.7% | -11.5% | +8.8% | -2.6% |
| 3M | -1.6% | -30.8% | +29.1% | -1.3% |
| 6M | +2.3% | +8.6% | -6.2% | +1.2% |
| YTD | +5.6% | +20.1% | -14.5% | +4.1% |
| 1Y | +27.1% | +35.7% | -8.7% | +24.8% |
| 3Y | -26.3% | +116.5% | -142.8% | -29.2% |
| 5Y | -34.5% | -8.4% | -26.0% | -36.8% |
| 10Y | +37.1% | +24.6% | +12.5% | +29.8% |
| All | +207.5% | -24.0% | +231.5% | +191.2% |
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