+66.4%
DAL vs SARO
-21.9%
+88.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.4% |
| 30D | -11.7% | -14.5% | +2.8% | -4.2% |
| 3M | -2.7% | -5.3% | +2.6% | -0.4% |
| 6M | +30.7% | -15.3% | +45.9% | +40.6% |
| YTD | +14.4% | -15.6% | +29.9% | +23.0% |
| 1Y | +31.2% | -9.1% | +40.3% | +34.6% |
| All | +66.4% | -21.9% | +88.3% | +67.1% |
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