+78.9%
PR vs SARO
-20.0%
+98.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | +18.0% | -20.0% | +38.0% | +22.2% |
| 3M | +16.9% | -2.9% | +19.8% | +15.4% |
| 6M | +28.2% | -17.7% | +45.9% | +32.7% |
| YTD | +69.3% | -13.5% | +82.8% | +70.8% |
| 1Y | +69.5% | -9.7% | +79.2% | +66.9% |
| All | +78.9% | -20.0% | +98.8% | +62.3% |
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