-57.8%
RCAT vs SARO
-7.8%
-50.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.9% | -12.2% | -12.1% |
| 7D | -18.5% | +15.8% | -34.3% | -30.0% |
| 30D | -37.0% | +22.2% | -59.2% | -48.9% |
| 3M | -54.9% | -16.2% | -38.7% | -45.6% |
| 6M | -63.6% | +4.6% | -68.2% | -67.0% |
| YTD | -49.6% | -10.4% | -39.2% | -46.2% |
| 1Y | -57.8% | -6.5% | -51.3% | -57.7% |
| All | -57.8% | -7.8% | -50.0% | -57.7% |
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 · 6 months rolling