+130.7%
REPL vs SARO
-7.8%
+138.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +28.8% | +15.8% | +13.1% | +27.4% |
| 30D | +57.3% | +22.2% | +35.1% | +55.4% |
| 3M | +73.6% | -16.2% | +89.8% | +70.3% |
| 6M | +582.8% | +4.6% | +578.2% | +586.3% |
| YTD | +112.9% | -10.4% | +123.2% | +116.3% |
| 1Y | +130.7% | -6.5% | +137.2% | +130.1% |
| All | +130.7% | -7.8% | +138.4% | +130.1% |
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