+108.9%
ROKU vs SARO
-22.5%
+131.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -0.4% | -3.1% | +2.7% | +1.0% |
| 30D | +2.1% | -12.2% | +14.3% | +8.2% |
| 3M | +29.5% | -7.4% | +36.9% | +32.6% |
| 6M | +53.8% | -15.3% | +69.1% | +63.1% |
| YTD | +42.8% | -16.2% | +59.0% | +51.6% |
| 1Y | +60.7% | -12.1% | +72.8% | +65.6% |
| All | +108.9% | -22.5% | +131.3% | +101.8% |
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 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