+7.9%
REPL vs SARO
-23.7%
+31.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.4% | -6.0% | -8.0% |
| 7D | -13.4% | -4.0% | -9.4% | -12.8% |
| 30D | -3.0% | -16.1% | +13.1% | -0.6% |
| 3M | +56.3% | -4.5% | +60.8% | +56.0% |
| 6M | +60.9% | -17.0% | +77.9% | +64.3% |
| YTD | +36.2% | -17.5% | +53.8% | +38.8% |
| 1Y | +121.0% | -12.3% | +133.3% | +118.5% |
| All | +7.9% | -23.7% | +31.6% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling