+233.1%
DOCN vs SARO
-21.9%
+255.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.2% |
| 7D | +26.5% | +0.6% | +25.9% | +26.1% |
| 30D | +2.3% | -14.5% | +16.8% | +9.4% |
| 3M | -21.2% | -5.3% | -15.9% | -20.4% |
| 6M | +130.6% | -15.3% | +145.9% | +141.8% |
| YTD | +175.7% | -15.6% | +191.3% | +188.3% |
| 1Y | +286.6% | -9.1% | +295.7% | +286.2% |
| All | +233.1% | -21.9% | +255.0% | +216.9% |
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