+65.4%
DAL vs SARO
-23.7%
+89.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | +0.6% |
| 7D | -0.6% | -4.0% | +3.4% | +1.5% |
| 30D | -13.5% | -16.1% | +2.7% | -5.1% |
| 3M | +2.6% | -4.5% | +7.1% | +4.4% |
| 6M | +32.7% | -17.0% | +49.7% | +44.4% |
| YTD | +13.6% | -17.5% | +31.2% | +23.8% |
| 1Y | +28.8% | -12.3% | +41.1% | +34.8% |
| All | +65.4% | -23.7% | +89.1% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling