+55.6%
ROST vs SARO
-23.7%
+79.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.4% |
| 7D | -2.5% | -4.0% | +1.5% | -1.9% |
| 30D | -10.3% | -16.1% | +5.9% | -7.9% |
| 3M | -2.6% | -4.5% | +1.9% | -2.4% |
| 6M | +6.5% | -17.0% | +23.6% | +8.9% |
| YTD | +25.9% | -17.5% | +43.5% | +28.6% |
| 1Y | +52.3% | -12.3% | +64.6% | +53.5% |
| All | +55.6% | -23.7% | +79.3% | +55.2% |
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