+82.8%
DAL vs SARO
-10.5%
+93.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +12.8% | +40.3% | -27.5% | -5.8% |
| 3M | -5.3% | +2.2% | -7.5% | -6.6% |
| 6M | +22.4% | +3.7% | +18.7% | +18.7% |
| YTD | +25.6% | -3.3% | +28.9% | +25.5% |
| 1Y | +45.5% | +8.4% | +37.1% | +36.4% |
| All | +82.8% | -10.5% | +93.4% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling