-43.8%
DOCS vs SARO
-21.1%
-22.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -6.0% | -6.9% |
| 7D | -7.3% | +1.1% | -8.4% | -7.6% |
| 30D | -10.9% | -16.2% | +5.3% | -6.3% |
| 3M | +20.3% | -1.3% | +21.6% | +19.2% |
| 6M | -3.6% | -15.2% | +11.6% | +0.1% |
| YTD | -44.9% | -14.7% | -30.2% | -43.3% |
| 1Y | -64.9% | -9.1% | -55.8% | -65.0% |
| All | -43.8% | -21.1% | -22.8% | -43.5% |
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 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