-47.1%
OPEN vs SARO
-7.4%
-39.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | -16.2% | -20.0% | +3.8% | -6.9% |
| 3M | -36.4% | -2.9% | -33.5% | -35.4% |
| 6M | -35.5% | -17.7% | -17.8% | -27.8% |
| YTD | -46.0% | -13.5% | -32.5% | -42.7% |
| 1Y | -47.1% | -9.7% | -37.4% | -44.2% |
| All | -47.1% | -7.4% | -39.8% | -44.2% |
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 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