+82.0%
DOCN vs SARO
-10.9%
+92.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.7% | -1.2% |
| 7D | -19.2% | +18.2% | -37.3% | -24.6% |
| 30D | -43.1% | +36.4% | -79.5% | -50.3% |
| 3M | -40.7% | -7.9% | -32.8% | -38.6% |
| 6M | -55.0% | +5.2% | -60.2% | -57.1% |
| YTD | +50.6% | -3.7% | +54.3% | +48.7% |
| 1Y | +54.0% | +2.9% | +51.0% | +46.2% |
| All | +82.0% | -10.9% | +92.8% | +63.5% |
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