+185.3%
RNG vs SARO
-7.8%
+193.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -9.6% | +15.8% | -25.3% | -11.4% |
| 30D | -1.4% | +22.2% | -23.6% | -4.4% |
| 3M | +28.8% | -16.2% | +45.0% | +31.9% |
| 6M | +65.6% | +4.6% | +61.0% | +62.2% |
| YTD | +171.4% | -10.4% | +181.7% | +191.2% |
| 1Y | +185.3% | -6.5% | +191.8% | +202.4% |
| All | +185.3% | -7.8% | +193.1% | +202.4% |
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