-21.3%
COO vs SARO
-10.7%
-10.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.9% |
| 7D | -22.5% | -3.1% | -19.4% | -21.9% |
| 30D | -29.7% | -12.2% | -17.5% | -27.8% |
| 3M | -20.1% | -7.4% | -12.8% | -19.2% |
| 6M | -26.9% | -15.3% | -11.6% | -24.8% |
| YTD | -34.2% | -16.2% | -18.0% | -32.6% |
| 1Y | -21.3% | -12.1% | -9.2% | -21.0% |
| All | -21.3% | -10.7% | -10.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling