+5.3%
REPL vs SARO
-22.5%
+27.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.7% |
| 7D | -14.1% | -3.1% | -11.0% | -13.7% |
| 30D | -15.2% | -12.2% | -3.0% | -13.6% |
| 3M | +49.9% | -7.4% | +57.2% | +50.4% |
| 6M | +63.5% | -15.3% | +78.8% | +66.3% |
| YTD | +32.9% | -16.2% | +49.1% | +35.1% |
| 1Y | +115.0% | -12.1% | +127.1% | +113.1% |
| All | +5.3% | -22.5% | +27.7% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling