-10.4%
RKT vs SARO
-7.8%
-2.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.9% | +6.8% | +7.6% |
| 7D | +29.7% | +15.8% | +14.0% | +19.0% |
| 30D | +28.5% | +22.2% | +6.3% | +14.1% |
| 3M | +6.4% | -16.2% | +22.6% | +17.1% |
| 6M | +7.1% | +4.6% | +2.5% | +1.3% |
| YTD | -22.5% | -10.4% | -12.1% | -19.1% |
| 1Y | -10.4% | -6.5% | -3.9% | -8.4% |
| All | -10.4% | -7.8% | -2.7% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling