+75.5%
OSCR vs SARO
-7.4%
+82.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +5.8% | -0.8% | +6.6% | +6.2% |
| 30D | +7.1% | -20.0% | +27.1% | +18.0% |
| 3M | +36.7% | -2.9% | +39.5% | +36.6% |
| 6M | +114.3% | -17.7% | +131.9% | +128.9% |
| YTD | +124.4% | -13.5% | +137.9% | +132.9% |
| 1Y | +75.5% | -9.7% | +85.2% | +73.6% |
| All | +75.5% | -7.4% | +82.9% | +73.6% |
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