+65.3%
RTX vs SARO
-23.7%
+89.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +1.1% |
| 7D | -2.0% | -4.0% | +2.0% | -0.6% |
| 30D | -11.2% | -16.1% | +4.9% | -5.7% |
| 3M | +12.0% | -4.5% | +16.6% | +13.5% |
| 6M | -3.6% | -17.0% | +13.5% | +1.9% |
| YTD | +9.2% | -17.5% | +26.7% | +15.3% |
| 1Y | +29.7% | -12.3% | +42.0% | +33.9% |
| All | +65.3% | -23.7% | +89.1% | +72.1% |
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