+1,898.7%
RGTI vs SARO
-22.5%
+1,921.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.6% |
| 7D | +0.5% | -3.1% | +3.6% | +3.1% |
| 30D | -17.1% | -12.2% | -4.9% | -7.6% |
| 3M | -26.0% | -7.4% | -18.6% | -21.8% |
| 6M | -9.9% | -15.3% | +5.4% | +1.3% |
| YTD | -31.1% | -16.2% | -14.9% | -21.3% |
| 1Y | -8.5% | -12.1% | +3.6% | +1.7% |
| All | +1,898.7% | -22.5% | +1,921.1% | +1,922.6% |
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