+47.4%
OPEN vs SARO
-23.7%
+71.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.9% |
| 7D | -10.5% | -4.0% | -6.5% | -9.3% |
| 30D | -21.8% | -16.1% | -5.7% | -17.3% |
| 3M | -37.5% | -4.5% | -33.0% | -36.3% |
| 6M | -44.1% | -17.0% | -27.1% | -40.9% |
| YTD | -52.0% | -17.5% | -34.4% | -49.1% |
| 1Y | -52.2% | -12.3% | -39.9% | -50.0% |
| All | +47.4% | -23.7% | +71.1% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling