+96.6%
DOCN vs SARO
-6.5%
+103.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.8% | +3.2% | +6.0% |
| 7D | -12.8% | +15.3% | -28.1% | -17.7% |
| 30D | -41.9% | +43.6% | -85.6% | -50.3% |
| 3M | -36.9% | -0.8% | -36.2% | -36.7% |
| 6M | -52.2% | +15.2% | -67.5% | -56.4% |
| YTD | +62.7% | +1.0% | +61.7% | +57.6% |
| 1Y | +58.2% | +7.9% | +50.3% | +47.5% |
| All | +96.6% | -6.5% | +103.1% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling