+241.0%
RVMD vs SARO
-7.8%
+248.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.2% |
| 7D | +5.8% | +15.8% | -9.9% | +0.9% |
| 30D | -3.8% | +22.2% | -26.0% | -10.1% |
| 3M | +3.2% | -16.2% | +19.4% | +11.7% |
| 6M | +35.0% | +4.6% | +30.4% | +31.2% |
| YTD | +150.7% | -10.4% | +161.1% | +164.8% |
| 1Y | +241.0% | -6.5% | +247.5% | +259.6% |
| All | +241.0% | -7.8% | +248.7% | +259.6% |
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