+45.3%
DGX vs SARO
-6.5%
+51.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +0.7% | +6.3% | -5.6% | +0.1% |
| 30D | +11.5% | +20.8% | -9.3% | +9.5% |
| 3M | +8.4% | -18.4% | +26.8% | +9.8% |
| 6M | +34.5% | +0.8% | +33.7% | +34.0% |
| YTD | +49.3% | -11.8% | +61.1% | +48.5% |
| 1Y | +45.3% | -7.3% | +52.6% | +43.7% |
| All | +45.3% | -6.5% | +51.8% | +43.7% |
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