+162.4%
DINO vs SARO
-21.9%
+184.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | +2.0% | +0.6% | +1.3% | +1.9% |
| 30D | +27.7% | -14.5% | +42.2% | +29.7% |
| 3M | +56.3% | -5.3% | +61.6% | +55.8% |
| 6M | +107.6% | -15.3% | +122.8% | +110.5% |
| YTD | +140.2% | -15.6% | +155.7% | +142.5% |
| 1Y | +113.0% | -9.1% | +122.1% | +109.1% |
| All | +162.4% | -21.9% | +184.2% | +145.6% |
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