-96.7%
DFNS vs SARO
-23.7%
-73.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.3% |
| 7D | -3.3% | -4.0% | +0.7% | -3.8% |
| 30D | -73.1% | -16.1% | -57.0% | -74.0% |
| 3M | -71.4% | -4.5% | -66.9% | -70.3% |
| 6M | -93.8% | -17.0% | -76.8% | -94.2% |
| YTD | -98.0% | -17.5% | -80.5% | -98.2% |
| 1Y | -98.2% | -12.3% | -85.9% | -98.2% |
| All | -96.7% | -23.7% | -73.0% | -98.0% |
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