-71.4%
OPEN vs SARO
-7.8%
-63.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.9% | +11.9% | +12.8% |
| 7D | +3.7% | +15.8% | -12.1% | -4.1% |
| 30D | -14.3% | +22.2% | -36.5% | -23.3% |
| 3M | -51.9% | -16.2% | -35.7% | -48.7% |
| 6M | -61.4% | +4.6% | -66.0% | -63.4% |
| YTD | -66.0% | -10.4% | -55.7% | -65.9% |
| 1Y | -71.4% | -6.5% | -64.9% | -72.8% |
| All | -71.4% | -7.8% | -63.6% | -72.8% |
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 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