+92.2%
UAL vs SARO
-21.9%
+114.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -1.1% | +0.6% | -1.8% | -1.5% |
| 30D | -13.4% | -14.5% | +1.1% | -4.4% |
| 3M | -2.3% | -5.3% | +3.0% | +0.9% |
| 6M | +13.3% | -15.3% | +28.6% | +24.5% |
| YTD | -4.2% | -15.6% | +11.3% | +5.4% |
| 1Y | +1.4% | -9.1% | +10.5% | +5.9% |
| All | +92.2% | -21.9% | +114.0% | +100.4% |
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 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