+6.5%
ON vs SARO
-22.5%
+28.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.9% |
| 7D | +2.4% | -3.1% | +5.5% | +3.7% |
| 30D | -8.6% | -12.2% | +3.6% | -3.8% |
| 3M | -34.3% | -7.4% | -27.0% | -32.8% |
| 6M | +28.5% | -15.3% | +43.8% | +34.9% |
| YTD | +40.6% | -16.2% | +56.8% | +46.9% |
| 1Y | +55.3% | -12.1% | +67.4% | +57.7% |
| All | +6.5% | -22.5% | +28.9% | -0.2% |
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