-35.7%
JD vs SARO
-23.7%
-12.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.4% |
| 7D | -2.6% | -4.0% | +1.4% | -2.1% |
| 30D | -15.4% | -16.1% | +0.8% | -13.4% |
| 3M | -5.0% | -4.5% | -0.5% | -5.1% |
| 6M | +0.9% | -17.0% | +18.0% | +2.6% |
| YTD | -2.5% | -17.5% | +15.0% | -0.8% |
| 1Y | -16.0% | -12.3% | -3.7% | -15.5% |
| All | -35.7% | -23.7% | -12.0% | -48.1% |
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