+121.3%
RNG vs SARO
-22.5%
+143.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -6.1% | -3.1% | -3.0% | -5.3% |
| 30D | +9.6% | -12.2% | +21.8% | +13.2% |
| 3M | +83.3% | -7.4% | +90.7% | +86.4% |
| 6M | +77.9% | -15.3% | +93.2% | +84.5% |
| YTD | +139.9% | -16.2% | +156.1% | +151.0% |
| 1Y | +121.7% | -12.1% | +133.8% | +127.9% |
| All | +121.3% | -22.5% | +143.8% | +107.0% |
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