-72.1%
RAM vs SARO
+6.8%
-79.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.5% | +0.9% | +19.7% | +20.0% |
| 7D | -8.0% | +11.8% | -19.8% | -12.4% |
| 30D | -40.4% | +44.3% | -84.8% | -50.8% |
| 3M | -37.0% | +1.9% | -39.0% | -28.4% |
| All | -72.1% | +6.8% | -79.0% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling