+14.1%
DVA vs SARO
-22.5%
+36.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | 0.0% | -12.2% | +12.3% | +1.6% |
| 3M | -10.9% | -7.4% | -3.6% | -10.4% |
| 6M | +17.3% | -15.3% | +32.5% | +18.5% |
| YTD | +59.8% | -16.2% | +76.0% | +60.7% |
| 1Y | +36.3% | -12.1% | +48.4% | +35.8% |
| All | +14.1% | -22.5% | +36.6% | +5.6% |
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