+39.6%
DASH vs SARO
-21.1%
+60.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -4.0% | -4.8% |
| 7D | -11.2% | +1.1% | -12.3% | -11.6% |
| 30D | -7.3% | -16.2% | +8.9% | -0.3% |
| 3M | +31.4% | -1.3% | +32.7% | +30.7% |
| 6M | +11.9% | -15.2% | +27.1% | +18.4% |
| YTD | -11.5% | -14.7% | +3.2% | -7.1% |
| 1Y | -20.0% | -9.1% | -10.9% | -19.0% |
| All | +39.6% | -21.1% | +60.7% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling