+93.8%
DDOG vs SARO
-21.9%
+115.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.4% |
| 7D | +7.7% | +0.6% | +7.0% | +7.5% |
| 30D | -13.6% | -14.5% | +0.9% | -10.2% |
| 3M | -0.9% | -5.3% | +4.4% | +0.2% |
| 6M | +75.2% | -15.3% | +90.5% | +81.7% |
| YTD | +65.7% | -15.6% | +81.2% | +71.5% |
| 1Y | +60.4% | -9.1% | +69.5% | +61.0% |
| All | +93.8% | -21.9% | +115.7% | +78.3% |
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 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