+144.6%
OSCR vs SARO
-14.9%
+159.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | -0.2% |
| 7D | +1.6% | -3.1% | +4.7% | +3.0% |
| 30D | +10.7% | -12.2% | +22.9% | +17.2% |
| 3M | +13.4% | -7.4% | +20.7% | +16.0% |
| 6M | +144.6% | -15.3% | +159.8% | +170.5% |
| All | +144.6% | -14.9% | +159.5% | +170.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling