-32.5%
DKS vs SARO
-23.7%
-8.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | -4.7% | -4.0% | -0.7% | -3.6% |
| 30D | -35.1% | -16.1% | -18.9% | -31.6% |
| 3M | -37.7% | -4.5% | -33.2% | -37.5% |
| 6M | -30.7% | -17.0% | -13.7% | -27.6% |
| YTD | -31.9% | -17.5% | -14.4% | -29.1% |
| 1Y | -40.0% | -12.3% | -27.7% | -39.3% |
| All | -32.5% | -23.7% | -8.7% | -35.4% |
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 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