+56.5%
RIO vs SARO
-23.7%
+80.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.7% |
| 7D | -3.4% | -4.0% | +0.7% | -2.6% |
| 30D | +0.6% | -16.1% | +16.7% | +3.9% |
| 3M | +2.5% | -4.5% | +7.1% | +3.1% |
| 6M | +10.8% | -17.0% | +27.8% | +13.6% |
| YTD | +30.5% | -17.5% | +48.0% | +33.7% |
| 1Y | +68.1% | -12.3% | +80.4% | +70.3% |
| All | +56.5% | -23.7% | +80.2% | +42.3% |
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