+30.9%
RIG vs SARO
-22.5%
+53.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.0% |
| 7D | -3.1% | -3.1% | 0.0% | -2.6% |
| 30D | -0.5% | -12.2% | +11.7% | +1.7% |
| 3M | -6.0% | -7.4% | +1.4% | -5.9% |
| 6M | -10.1% | -15.3% | +5.1% | -8.4% |
| YTD | +37.3% | -16.2% | +53.5% | +40.1% |
| 1Y | +73.9% | -12.1% | +86.0% | +73.7% |
| All | +30.9% | -22.5% | +53.4% | +23.0% |
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 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