+9.8%
DOCU vs SARO
-20.0%
+29.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | +6.9% | -0.8% | +7.7% | +7.0% |
| 30D | +19.0% | -20.0% | +39.0% | +24.8% |
| 3M | +34.3% | -2.9% | +37.2% | +33.9% |
| 6M | +48.0% | -17.7% | +65.7% | +54.4% |
| YTD | 0.0% | -13.5% | +13.5% | +2.3% |
| 1Y | -10.3% | -9.7% | -0.6% | -10.0% |
| All | +9.8% | -20.0% | +29.7% | +14.2% |
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 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