-44.3%
DECK vs SARO
-18.4%
-26.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | +6.0% | +6.3% | -0.3% | +4.0% |
| 30D | +7.4% | +20.8% | -13.4% | +1.1% |
| 3M | -11.7% | -18.4% | +6.8% | -6.3% |
| 6M | -11.0% | +0.8% | -11.8% | -12.3% |
| YTD | -15.4% | -11.8% | -3.6% | -13.5% |
| 1Y | +7.2% | -7.3% | +14.5% | +7.7% |
| All | -44.3% | -18.4% | -26.0% | -49.4% |
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