+52.7%
DRAM vs SARO
+7.5%
+45.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | +7.9% | +0.4% | +7.6% | +7.9% |
| 30D | -15.4% | +40.3% | -55.8% | -23.1% |
| 3M | -25.5% | +2.2% | -27.8% | -24.3% |
| 6M | -22.3% | +3.7% | -26.0% | -21.2% |
| All | +52.7% | +7.5% | +45.2% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling