+37.2%
DRI vs SARO
-22.5%
+59.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -3.2% | -3.1% | -0.1% | -2.7% |
| 30D | -7.8% | -12.2% | +4.4% | -5.7% |
| 3M | +0.4% | -7.4% | +7.7% | +1.1% |
| 6M | +4.8% | -15.3% | +20.1% | +7.1% |
| YTD | +16.7% | -16.2% | +32.9% | +19.4% |
| 1Y | +1.5% | -12.1% | +13.6% | +2.4% |
| All | +37.2% | -22.5% | +59.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling