-41.4%
RAM vs SARO
-14.7%
-26.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.9% | -12.2% | -9.8% |
| 7D | -31.3% | +15.8% | -47.0% | -28.9% |
| 30D | -49.4% | +22.2% | -71.6% | -46.7% |
| 3M | -41.4% | -16.2% | -25.2% | -32.3% |
| All | -41.4% | -14.7% | -26.7% | -32.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling