+66.8%
DOCU vs SARO
+7.8%
+59.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -10.9% | -0.2% |
| 7D | -5.5% | +18.2% | -23.7% | -2.9% |
| 30D | +12.6% | +36.4% | -23.8% | +18.1% |
| 3M | +36.4% | -7.9% | +44.3% | +34.8% |
| 6M | +66.8% | +5.2% | +61.6% | +70.2% |
| All | +66.8% | +7.8% | +59.0% | +70.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling