+50.7%
RIVN vs SARO
-22.5%
+73.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.7% |
| 7D | +1.8% | -3.1% | +4.9% | +2.9% |
| 30D | +0.6% | -12.2% | +12.9% | +4.8% |
| 3M | +3.2% | -7.4% | +10.5% | +6.0% |
| 6M | -3.7% | -15.3% | +11.5% | +1.0% |
| YTD | -18.7% | -16.2% | -2.5% | -14.6% |
| 1Y | +14.7% | -12.1% | +26.8% | +18.9% |
| All | +50.7% | -22.5% | +73.1% | +50.3% |
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