+24.3%
DLR vs SARO
-22.5%
+46.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +0.1% | -3.1% | +3.2% | +0.7% |
| 30D | -4.3% | -12.2% | +7.9% | -2.0% |
| 3M | +3.8% | -7.4% | +11.2% | +4.8% |
| 6M | +5.8% | -15.3% | +21.1% | +8.2% |
| YTD | +23.5% | -16.2% | +39.7% | +26.1% |
| 1Y | +11.1% | -12.1% | +23.2% | +12.0% |
| All | +24.3% | -22.5% | +46.7% | +16.2% |
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