-39.5%
ROL vs SARO
-10.7%
-28.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.5% |
| 7D | -3.2% | -3.1% | 0.0% | -3.2% |
| 30D | -4.9% | -12.2% | +7.3% | -5.1% |
| 3M | -25.8% | -7.4% | -18.5% | -26.5% |
| 6M | -37.6% | -15.3% | -22.3% | -37.8% |
| YTD | -41.5% | -16.2% | -25.3% | -41.6% |
| 1Y | -39.5% | -12.1% | -27.4% | -39.8% |
| All | -39.5% | -10.7% | -28.8% | -39.8% |
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