-28.5%
ROP vs SARO
-22.5%
-6.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -4.6% | -3.1% | -1.5% | -4.3% |
| 30D | -1.7% | -12.2% | +10.5% | -0.5% |
| 3M | +17.1% | -7.4% | +24.4% | +17.6% |
| 6M | +10.9% | -15.3% | +26.1% | +12.5% |
| YTD | -12.1% | -16.2% | +4.1% | -10.8% |
| 1Y | -24.2% | -12.1% | -12.1% | -24.0% |
| All | -28.5% | -22.5% | -6.0% | -29.4% |
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