+54.7%
ONTO vs SARO
+1.5%
+53.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.5% |
| 7D | +34.4% | +8.9% | +25.5% | +29.9% |
| 30D | -20.4% | +38.6% | -59.1% | -31.2% |
| 3M | -37.8% | +0.6% | -38.5% | -37.0% |
| 6M | -24.6% | +2.9% | -27.4% | -25.8% |
| YTD | +32.8% | -3.9% | +36.7% | +32.3% |
| 1Y | +54.7% | +4.6% | +50.2% | +43.6% |
| All | +54.7% | +1.5% | +53.2% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling