+343.2%
RVMD vs SARO
-22.5%
+365.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | -3.0% | -3.1% | +0.1% | -1.9% |
| 30D | -0.7% | -12.2% | +11.5% | +4.0% |
| 3M | +36.5% | -7.4% | +43.9% | +39.3% |
| 6M | +104.6% | -15.3% | +119.9% | +114.6% |
| YTD | +155.8% | -16.2% | +172.0% | +169.0% |
| 1Y | +340.7% | -12.1% | +352.8% | +353.2% |
| All | +343.2% | -22.5% | +365.6% | +334.4% |
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