-29.2%
ROL vs SARO
-22.5%
-6.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.4% |
| 7D | -3.2% | -3.1% | 0.0% | -2.9% |
| 30D | -4.9% | -12.2% | +7.3% | -4.1% |
| 3M | -25.8% | -7.4% | -18.5% | -25.9% |
| 6M | -37.6% | -15.3% | -22.3% | -37.1% |
| YTD | -41.5% | -16.2% | -25.3% | -41.0% |
| 1Y | -39.5% | -12.1% | -27.4% | -39.5% |
| All | -29.2% | -22.5% | -6.7% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling