+32.5%
COP vs SARO
-22.5%
+55.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | +2.3% | -3.1% | +5.4% | +2.5% |
| 30D | +8.6% | -12.2% | +20.8% | +9.5% |
| 3M | +19.9% | -7.4% | +27.2% | +19.3% |
| 6M | +19.0% | -15.3% | +34.3% | +20.0% |
| YTD | +50.0% | -16.2% | +66.1% | +50.6% |
| 1Y | +50.5% | -12.1% | +62.6% | +48.5% |
| All | +32.5% | -22.5% | +55.0% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling