-28.7%
ROL vs SARO
-21.1%
-7.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.4% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | -6.9% | -16.2% | +9.2% | -5.8% |
| 3M | -24.6% | -1.3% | -23.3% | -25.2% |
| 6M | -39.5% | -15.2% | -24.3% | -39.0% |
| YTD | -41.1% | -14.7% | -26.4% | -40.7% |
| 1Y | -37.9% | -9.1% | -28.9% | -38.2% |
| All | -28.7% | -21.1% | -7.7% | -30.0% |
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 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