+319.1%
DELL vs SARO
-7.4%
+326.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +14.9% | -0.8% | +15.7% | +15.1% |
| 30D | +13.3% | -20.0% | +33.3% | +19.5% |
| 3M | +24.4% | -2.9% | +27.3% | +25.2% |
| 6M | +258.0% | -17.7% | +275.7% | +273.4% |
| YTD | +320.2% | -13.5% | +333.7% | +315.0% |
| 1Y | +319.1% | -9.7% | +328.8% | +297.8% |
| All | +319.1% | -7.4% | +326.4% | +297.8% |
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