+51.9%
RCL vs SARO
-23.7%
+75.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.9% |
| 7D | -2.5% | -4.0% | +1.6% | -0.4% |
| 30D | -15.7% | -16.1% | +0.5% | -7.6% |
| 3M | -3.6% | -4.5% | +0.9% | -2.3% |
| 6M | -8.7% | -17.0% | +8.4% | -0.8% |
| YTD | -6.2% | -17.5% | +11.4% | +1.3% |
| 1Y | -22.9% | -12.3% | -10.6% | -19.8% |
| All | +51.9% | -23.7% | +75.6% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling