+22.7%
EOG vs SARO
-23.7%
+46.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.3% |
| 7D | +1.0% | -4.0% | +5.0% | +1.1% |
| 30D | +2.8% | -16.1% | +19.0% | +3.1% |
| 3M | +5.9% | -4.5% | +10.4% | +4.8% |
| 6M | +17.1% | -17.0% | +34.1% | +17.5% |
| YTD | +43.9% | -17.5% | +61.5% | +43.8% |
| 1Y | +26.9% | -12.3% | +39.2% | +24.6% |
| All | +22.7% | -23.7% | +46.4% | +15.3% |
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