+60.6%
DAR vs SARO
-7.8%
+68.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.3% |
| 7D | -5.7% | +15.8% | -21.5% | -4.6% |
| 30D | -16.6% | +22.2% | -38.8% | -15.3% |
| 3M | -13.1% | -16.2% | +3.1% | -13.1% |
| 6M | -18.8% | +4.6% | -23.4% | -19.4% |
| YTD | +45.3% | -10.4% | +55.6% | +45.5% |
| 1Y | +60.6% | -6.5% | +67.1% | +60.1% |
| All | +60.6% | -7.8% | +68.4% | +60.1% |
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 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