+27.9%
ONTO vs SARO
-20.0%
+47.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.8% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | -2.9% | -20.0% | +17.1% | +8.9% |
| 3M | -2.5% | -2.9% | +0.4% | -1.3% |
| 6M | +28.2% | -17.7% | +45.9% | +40.1% |
| YTD | +69.8% | -13.5% | +83.3% | +79.7% |
| 1Y | +162.9% | -9.7% | +172.6% | +170.2% |
| All | +27.9% | -20.0% | +47.8% | +17.8% |
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