+83.7%
RL vs SARO
-21.1%
+104.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.6% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | -12.2% | -16.2% | +4.0% | -6.5% |
| 3M | -6.6% | -1.3% | -5.4% | -7.1% |
| 6M | +3.2% | -15.2% | +18.4% | +7.9% |
| YTD | -1.3% | -14.7% | +13.4% | +2.7% |
| 1Y | +13.6% | -9.1% | +22.7% | +14.4% |
| All | +83.7% | -21.1% | +104.7% | +72.6% |
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