+176.0%
RBRK vs SARO
-22.5%
+198.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -3.1% |
| 7D | -7.5% | -3.1% | -4.4% | -6.5% |
| 30D | -10.4% | -12.2% | +1.8% | -6.4% |
| 3M | +21.3% | -7.4% | +28.6% | +23.5% |
| 6M | +50.6% | -15.3% | +65.9% | +57.8% |
| YTD | +13.3% | -16.2% | +29.5% | +18.7% |
| 1Y | +11.2% | -12.1% | +23.3% | +13.8% |
| All | +176.0% | -22.5% | +198.5% | +156.5% |
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 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