+15.0%
DIS vs SARO
-23.7%
+38.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.1% |
| 7D | -1.3% | -4.0% | +2.8% | -0.4% |
| 30D | +2.2% | -16.1% | +18.3% | +6.1% |
| 3M | +8.1% | -4.5% | +12.7% | +8.3% |
| 6M | +5.2% | -17.0% | +22.3% | +8.6% |
| YTD | -6.3% | -17.5% | +11.3% | -3.6% |
| 1Y | -7.3% | -12.3% | +5.0% | -6.5% |
| All | +15.0% | -23.7% | +38.7% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling