-6.3%
RMD vs SARO
-23.7%
+17.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | -4.2% | -4.0% | -0.2% | -3.5% |
| 30D | -2.1% | -16.1% | +14.1% | +0.8% |
| 3M | +13.8% | -4.5% | +18.3% | +14.7% |
| 6M | -10.6% | -17.0% | +6.4% | -8.1% |
| YTD | -8.1% | -17.5% | +9.4% | -5.6% |
| 1Y | -18.0% | -12.3% | -5.7% | -16.8% |
| All | -6.3% | -23.7% | +17.4% | -8.6% |
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