-75.2%
RAM vs SARO
+3.1%
-78.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.3% |
| 7D | +15.2% | +0.4% | +14.8% | +15.6% |
| 30D | -36.5% | +40.3% | -76.8% | -46.8% |
| 3M | -54.6% | +2.2% | -56.9% | -49.3% |
| All | -75.2% | +3.1% | -78.2% | -72.9% |
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 · Available span rolling