+70.1%
DLTR vs SARO
-22.5%
+92.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.7% |
| 7D | -10.1% | -3.1% | -7.0% | -9.5% |
| 30D | -8.1% | -12.2% | +4.1% | -5.8% |
| 3M | +2.9% | -7.4% | +10.2% | +3.7% |
| 6M | +4.3% | -15.3% | +19.6% | +6.8% |
| YTD | -3.9% | -16.2% | +12.2% | -1.3% |
| 1Y | +18.9% | -12.1% | +31.0% | +20.9% |
| All | +70.1% | -22.5% | +92.5% | +62.4% |
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