+22.6%
REPL vs SARO
-20.0%
+42.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +27.1% | -20.0% | +47.1% | +31.2% |
| 3M | +52.4% | -2.9% | +55.3% | +51.8% |
| 6M | +107.4% | -17.7% | +125.1% | +113.3% |
| YTD | +54.7% | -13.5% | +68.2% | +56.5% |
| 1Y | +158.9% | -9.7% | +168.6% | +155.5% |
| All | +22.6% | -20.0% | +42.5% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling