+36.2%
NOK vs SARO
-17.8%
+54.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.7% |
| 7D | +8.7% | -4.0% | +12.7% | +9.7% |
| 30D | +12.5% | -16.1% | +28.6% | +17.1% |
| 3M | -20.7% | -4.5% | -16.2% | -19.2% |
| 6M | +36.2% | -17.0% | +53.2% | +43.0% |
| All | +36.2% | -17.8% | +54.0% | +43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling