-6.8%
ORCL vs SARO
-23.7%
+16.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.4% |
| 7D | -0.7% | -4.0% | +3.3% | +0.9% |
| 30D | +5.1% | -16.1% | +21.3% | +12.5% |
| 3M | -23.7% | -4.5% | -19.2% | -23.0% |
| 6M | +3.1% | -17.0% | +20.1% | +9.5% |
| YTD | -20.8% | -17.5% | -3.2% | -15.7% |
| 1Y | -52.9% | -12.3% | -40.6% | -51.5% |
| All | -6.8% | -23.7% | +16.9% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling