+165.4%
W vs POET
-29.8%
+195.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.4% |
| 7D | +5.9% | +9.7% | -3.8% | +5.2% |
| 30D | -3.0% | -6.5% | +3.5% | -2.7% |
| 3M | +40.3% | -25.7% | +66.1% | +42.3% |
| 6M | +32.2% | +19.6% | +12.6% | +25.7% |
| YTD | -0.3% | +26.4% | -26.7% | -5.9% |
| 1Y | +16.2% | +50.1% | -33.9% | +7.0% |
| 3Y | +40.7% | +127.9% | -87.2% | +18.4% |
| 5Y | -62.3% | -5.9% | -56.5% | -67.6% |
| 10Y | +162.2% | +31.1% | +131.1% | +106.4% |
| All | +165.4% | -29.8% | +195.3% | +99.8% |
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