+13.0%
DLR vs SARO
-7.8%
+20.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | +2.8% | +15.8% | -12.9% | +0.3% |
| 30D | +2.8% | +22.2% | -19.4% | -0.7% |
| 3M | -4.0% | -16.2% | +12.2% | -1.6% |
| 6M | -5.6% | +4.6% | -10.2% | -7.5% |
| YTD | +21.9% | -10.4% | +32.3% | +20.3% |
| 1Y | +13.0% | -6.5% | +19.5% | +10.2% |
| All | +13.0% | -7.8% | +20.8% | +10.2% |
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 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