-28.5%
ROP vs SARO
-23.7%
-4.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -8.0% | -4.0% | -4.0% | -7.6% |
| 30D | -2.7% | -16.1% | +13.4% | -1.1% |
| 3M | +16.6% | -4.5% | +21.1% | +16.7% |
| 6M | +10.4% | -17.0% | +27.4% | +12.3% |
| YTD | -12.1% | -17.5% | +5.5% | -10.7% |
| 1Y | -23.6% | -12.3% | -11.3% | -23.5% |
| All | -28.5% | -23.7% | -4.8% | -29.3% |
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