-23.7%
DOCS vs SARO
-11.1%
-12.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.0% |
| 7D | +0.1% | +8.9% | -8.9% | -2.4% |
| 30D | +8.7% | +38.6% | -30.0% | -1.0% |
| 3M | +32.9% | +0.6% | +32.2% | +32.1% |
| 6M | +25.5% | +2.9% | +22.6% | +23.0% |
| YTD | -25.0% | -3.9% | -21.1% | -25.7% |
| 1Y | -34.9% | +4.6% | -39.4% | -37.7% |
| All | -23.7% | -11.1% | -12.6% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling