+115.0%
REPL vs SARO
-10.7%
+125.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.3% |
| 7D | -14.1% | -3.1% | -11.0% | -14.4% |
| 30D | -15.2% | -12.2% | -3.0% | -16.4% |
| 3M | +49.9% | -7.4% | +57.2% | +49.0% |
| 6M | +63.5% | -15.3% | +78.8% | +66.6% |
| YTD | +32.9% | -16.2% | +49.1% | +37.9% |
| 1Y | +115.0% | -12.1% | +127.1% | +121.2% |
| All | +115.0% | -10.7% | +125.6% | +121.2% |
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