+162.3%
NOK vs SARO
-22.5%
+184.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.5% |
| 7D | +11.0% | -3.1% | +14.1% | +11.7% |
| 30D | +7.8% | -12.2% | +20.1% | +10.8% |
| 3M | -21.0% | -7.4% | -13.6% | -19.7% |
| 6M | +40.9% | -15.3% | +56.1% | +44.3% |
| YTD | +72.0% | -16.2% | +88.2% | +76.6% |
| 1Y | +140.9% | -12.1% | +153.0% | +144.8% |
| All | +162.3% | -22.5% | +184.7% | +142.8% |
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