-18.3%
DPZ vs SARO
-21.1%
+2.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -1.5% | +1.1% | -2.5% | -1.6% |
| 30D | -4.4% | -16.2% | +11.7% | -2.1% |
| 3M | +7.6% | -1.3% | +8.9% | +7.7% |
| 6M | -16.9% | -15.2% | -1.7% | -15.3% |
| YTD | -18.6% | -14.7% | -3.9% | -17.2% |
| 1Y | -26.7% | -9.1% | -17.6% | -26.3% |
| All | -18.3% | -21.1% | +2.8% | -21.0% |
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