+61.6%
OPEN vs SARO
-21.1%
+82.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | -11.9% | -16.2% | +4.3% | -6.9% |
| 3M | -28.8% | -1.3% | -27.5% | -28.2% |
| 6M | -38.6% | -15.2% | -23.4% | -35.6% |
| YTD | -47.3% | -14.7% | -32.7% | -44.8% |
| 1Y | -49.2% | -9.1% | -40.1% | -47.4% |
| All | +61.6% | -21.1% | +82.6% | +52.5% |
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