+74.3%
RVTY vs SARO
-7.8%
+82.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | -3.6% | +15.8% | -19.3% | -7.1% |
| 30D | +1.4% | +22.2% | -20.8% | -3.8% |
| 3M | +43.2% | -16.2% | +59.4% | +52.1% |
| 6M | +84.5% | +4.6% | +79.9% | +77.9% |
| YTD | +65.2% | -10.4% | +75.5% | +72.4% |
| 1Y | +74.3% | -6.5% | +80.8% | +80.5% |
| All | +74.3% | -7.8% | +82.1% | +80.5% |
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