-75.5%
SMR vs UDR
-3.8%
-71.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.1% | -15.6% | -15.7% |
| 7D | -11.2% | -3.5% | -7.8% | -12.9% |
| 30D | -10.2% | -5.3% | -4.9% | -12.8% |
| 3M | -10.0% | -9.5% | -0.5% | -14.4% |
| 6M | -30.5% | -0.7% | -29.8% | -33.1% |
| YTD | -39.2% | -1.2% | -38.1% | -39.4% |
| 1Y | -75.5% | -5.7% | -69.8% | -75.2% |
| All | -75.5% | -3.8% | -71.8% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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