+25.9%
DXCM vs SARO
-23.7%
+49.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.1% | +1.3% |
| 7D | -5.8% | -4.0% | -1.8% | -5.0% |
| 30D | -5.6% | -16.1% | +10.5% | -2.1% |
| 3M | +13.0% | -4.5% | +17.5% | +12.8% |
| 6M | +24.7% | -17.0% | +41.7% | +28.4% |
| YTD | +27.3% | -17.5% | +44.9% | +31.3% |
| 1Y | +11.2% | -12.3% | +23.5% | +12.3% |
| All | +25.9% | -23.7% | +49.7% | +18.1% |
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