+46.8%
OPEN vs SARO
-22.5%
+69.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -11.4% | -3.1% | -8.3% | -10.5% |
| 30D | -20.1% | -12.2% | -7.8% | -16.7% |
| 3M | -37.6% | -7.4% | -30.2% | -35.8% |
| 6M | -47.1% | -15.3% | -31.8% | -44.4% |
| YTD | -52.1% | -16.2% | -36.0% | -49.5% |
| 1Y | -73.5% | -12.1% | -61.4% | -72.4% |
| All | +46.8% | -22.5% | +69.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling