+604.3%
XRT vs POET
-20.0%
+624.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.5% |
| 7D | -2.4% | +9.7% | -12.1% | -2.6% |
| 30D | -6.9% | -6.5% | -0.4% | -6.8% |
| 3M | -0.4% | -25.7% | +25.3% | 0.0% |
| 6M | +2.2% | +19.6% | -17.3% | 0.0% |
| YTD | -0.7% | +26.4% | -27.1% | -3.1% |
| 1Y | -2.0% | +50.1% | -52.1% | -5.2% |
| 3Y | +41.0% | +127.9% | -86.9% | +31.7% |
| 5Y | -3.3% | -5.9% | +2.6% | -9.0% |
| 10Y | +124.8% | +31.1% | +93.7% | +104.9% |
| All | +604.3% | -20.0% | +624.3% | +576.7% |
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