+26.0%
DXCM vs SARO
-21.1%
+47.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.5% | -3.5% |
| 7D | -6.2% | +1.1% | -7.3% | -6.4% |
| 30D | -0.3% | -16.2% | +15.9% | +3.5% |
| 3M | +10.3% | -1.3% | +11.6% | +9.4% |
| 6M | +24.1% | -15.2% | +39.4% | +27.3% |
| YTD | +27.4% | -14.7% | +42.0% | +30.4% |
| 1Y | +8.4% | -9.1% | +17.4% | +8.6% |
| All | +26.0% | -21.1% | +47.0% | +17.3% |
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