+132.8%
RDDT vs SARO
-22.5%
+155.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.6% |
| 7D | +2.1% | -3.1% | +5.2% | +3.9% |
| 30D | +2.8% | -12.2% | +15.0% | +10.8% |
| 3M | -8.9% | -7.4% | -1.6% | -5.7% |
| 6M | +15.1% | -15.3% | +30.3% | +24.8% |
| YTD | -31.4% | -16.2% | -15.2% | -25.3% |
| 1Y | -39.4% | -12.1% | -27.3% | -36.2% |
| All | +132.8% | -22.5% | +155.2% | +135.9% |
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