+35.8%
RRC vs SARO
-23.7%
+59.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -1.2% | -4.0% | +2.9% | -0.7% |
| 30D | +3.0% | -16.1% | +19.1% | +5.0% |
| 3M | +7.3% | -4.5% | +11.8% | +7.0% |
| 6M | +3.6% | -17.0% | +20.6% | +5.5% |
| YTD | +19.4% | -17.5% | +36.9% | +20.6% |
| 1Y | +21.4% | -12.3% | +33.7% | +19.6% |
| All | +35.8% | -23.7% | +59.5% | +34.2% |
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