+20.4%
REPL vs SARO
-21.1%
+41.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -5.7% | +1.1% | -6.8% | -5.9% |
| 30D | +22.5% | -16.2% | +38.6% | +25.4% |
| 3M | +64.7% | -1.3% | +66.0% | +63.6% |
| 6M | +83.0% | -15.2% | +98.3% | +86.4% |
| YTD | +52.0% | -14.7% | +66.6% | +54.0% |
| 1Y | +144.5% | -9.1% | +153.6% | +140.3% |
| All | +20.4% | -21.1% | +41.4% | +14.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling