+94.2%
UAL vs SARO
-21.1%
+115.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -1.9% |
| 7D | +3.4% | +1.1% | +2.4% | +2.7% |
| 30D | -16.5% | -16.2% | -0.3% | -6.5% |
| 3M | +2.8% | -1.3% | +4.1% | +3.4% |
| 6M | +17.6% | -15.2% | +32.8% | +29.0% |
| YTD | -3.2% | -14.7% | +11.5% | +5.7% |
| 1Y | +0.4% | -9.1% | +9.5% | +4.9% |
| All | +94.2% | -21.1% | +115.2% | +101.2% |
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