+158.9%
REPL vs SARO
-7.4%
+166.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.5% |
| 7D | -3.0% | -0.8% | -2.2% | -3.0% |
| 30D | +27.1% | -20.0% | +47.1% | +23.6% |
| 3M | +52.4% | -2.9% | +55.3% | +52.1% |
| 6M | +107.4% | -17.7% | +125.1% | +110.3% |
| YTD | +54.7% | -13.5% | +68.2% | +60.8% |
| 1Y | +158.9% | -9.7% | +168.6% | +165.0% |
| All | +158.9% | -7.4% | +166.3% | +165.0% |
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