+79.4%
DAR vs SARO
-22.5%
+101.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | -0.1% | -3.1% | +3.0% | +0.4% |
| 30D | +2.6% | -12.2% | +14.9% | +4.8% |
| 3M | +14.2% | -7.4% | +21.6% | +14.4% |
| 6M | +17.2% | -15.3% | +32.5% | +19.3% |
| YTD | +80.9% | -16.2% | +97.0% | +83.9% |
| 1Y | +104.0% | -12.1% | +116.1% | +103.7% |
| All | +79.4% | -22.5% | +101.9% | +62.5% |
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 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