+32.0%
DD vs SARO
-10.7%
+42.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -3.5% | -3.1% | -0.4% | -2.7% |
| 30D | -11.7% | -12.2% | +0.6% | -8.5% |
| 3M | -9.2% | -7.4% | -1.9% | -7.3% |
| 6M | -7.2% | -15.3% | +8.1% | -4.5% |
| YTD | +6.6% | -16.2% | +22.8% | +9.6% |
| 1Y | +32.0% | -12.1% | +44.1% | +31.3% |
| All | +32.0% | -10.7% | +42.7% | +31.3% |
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