+65.8%
ROK vs SARO
-22.5%
+88.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.1% |
| 7D | -1.2% | -3.1% | +1.9% | -0.1% |
| 30D | -4.8% | -12.2% | +7.4% | -0.3% |
| 3M | -6.1% | -7.4% | +1.3% | -3.9% |
| 6M | +15.5% | -15.3% | +30.7% | +21.0% |
| YTD | +11.2% | -16.2% | +27.3% | +16.8% |
| 1Y | +23.8% | -12.1% | +35.9% | +27.4% |
| All | +65.8% | -22.5% | +88.3% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling