+102.0%
DINO vs SARO
-7.8%
+109.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.9% | -9.7% | -7.3% |
| 7D | -6.6% | +15.8% | -22.4% | -3.6% |
| 30D | -9.2% | +22.2% | -31.4% | -5.2% |
| 3M | +19.2% | -16.2% | +35.4% | +16.1% |
| 6M | +47.6% | +4.6% | +43.0% | +49.2% |
| YTD | +132.2% | -10.4% | +142.6% | +131.6% |
| 1Y | +102.0% | -6.5% | +108.5% | +101.4% |
| All | +102.0% | -7.8% | +109.8% | +101.4% |
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 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