+86.0%
DAR vs SARO
-21.9%
+107.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | +7.4% | -14.5% | +22.0% | +10.2% |
| 3M | +15.7% | -5.3% | +21.0% | +15.3% |
| 6M | +30.0% | -15.3% | +45.3% | +32.5% |
| YTD | +87.5% | -15.6% | +103.1% | +90.5% |
| 1Y | +113.4% | -9.1% | +122.5% | +111.2% |
| All | +86.0% | -21.9% | +107.9% | +68.2% |
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