+25.0%
ROK vs SARO
-7.8%
+32.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | 0.0% | +15.8% | -15.7% | -5.0% |
| 30D | -2.5% | +22.2% | -24.7% | -9.1% |
| 3M | 0.0% | -16.2% | +16.2% | +6.8% |
| 6M | +11.6% | +4.6% | +7.0% | +7.6% |
| YTD | +15.2% | -10.4% | +25.5% | +17.5% |
| 1Y | +25.0% | -6.5% | +31.5% | +25.1% |
| All | +25.0% | -7.8% | +32.8% | +25.1% |
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