+141.7%
RNG vs SARO
-7.4%
+149.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.0% |
| 7D | +5.8% | -0.8% | +6.6% | +5.9% |
| 30D | +19.6% | -20.0% | +39.6% | +24.7% |
| 3M | +67.0% | -2.9% | +69.9% | +68.1% |
| 6M | +88.4% | -17.7% | +106.0% | +101.5% |
| YTD | +155.5% | -13.5% | +169.0% | +171.0% |
| 1Y | +141.7% | -9.7% | +151.4% | +151.8% |
| All | +141.7% | -7.4% | +149.1% | +151.8% |
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