+29.3%
RRX vs SARO
-7.8%
+37.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.4% |
| 7D | +7.6% | +15.8% | -8.1% | +1.3% |
| 30D | +7.5% | +22.2% | -14.7% | -1.2% |
| 3M | -21.0% | -16.2% | -4.8% | -14.8% |
| 6M | -18.1% | +4.6% | -22.7% | -20.7% |
| YTD | +24.3% | -10.4% | +34.6% | +26.3% |
| 1Y | +29.3% | -6.5% | +35.8% | +29.0% |
| All | +29.3% | -7.8% | +37.1% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling