+116.7%
DOCN vs SARO
-10.5%
+127.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.4% |
| 7D | +19.1% | +0.4% | +18.7% | +18.9% |
| 30D | -21.0% | +40.3% | -61.4% | -31.9% |
| 3M | -34.7% | +2.2% | -37.0% | -35.4% |
| 6M | -45.8% | +3.7% | -49.5% | -47.8% |
| YTD | +79.4% | -3.3% | +82.7% | +76.8% |
| 1Y | +91.0% | +8.4% | +82.6% | +75.7% |
| All | +116.7% | -10.5% | +127.3% | +94.3% |
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