+3.8%
DOC vs SARO
-10.9%
+14.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | -0.8% |
| 7D | +6.5% | +18.2% | -11.7% | +3.6% |
| 30D | +9.2% | +36.4% | -27.3% | +3.9% |
| 3M | -2.5% | -7.9% | +5.4% | -1.7% |
| 6M | +7.1% | +5.2% | +1.9% | +5.1% |
| YTD | +33.0% | -3.7% | +36.7% | +31.8% |
| 1Y | +23.3% | +2.9% | +20.3% | +21.0% |
| All | +3.8% | -10.9% | +14.7% | +1.2% |
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