-1.9%
ON vs SARO
-23.7%
+21.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -0.2% |
| 7D | -4.7% | -4.0% | -0.7% | -3.2% |
| 30D | -13.5% | -16.1% | +2.6% | -7.4% |
| 3M | -36.3% | -4.5% | -31.8% | -35.6% |
| 6M | +17.8% | -17.0% | +34.8% | +24.6% |
| YTD | +29.6% | -17.5% | +47.1% | +36.2% |
| 1Y | +45.8% | -12.3% | +58.1% | +47.9% |
| All | -1.9% | -23.7% | +21.8% | -7.4% |
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