+35.7%
DRI vs SARO
-23.7%
+59.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | -4.8% | -4.0% | -0.8% | -4.1% |
| 30D | -5.2% | -16.1% | +10.9% | -2.2% |
| 3M | +2.7% | -4.5% | +7.3% | +2.8% |
| 6M | +3.6% | -17.0% | +20.7% | +6.3% |
| YTD | +15.4% | -17.5% | +33.0% | +18.4% |
| 1Y | +1.3% | -12.3% | +13.5% | +2.1% |
| All | +35.7% | -23.7% | +59.4% | +40.2% |
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 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