-15.3%
UDR vs SARO
-22.5%
+7.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -3.0% |
| 30D | -5.3% | -12.2% | +6.9% | -3.4% |
| 3M | -9.5% | -7.4% | -2.2% | -8.8% |
| 6M | -0.7% | -15.3% | +14.6% | +1.2% |
| YTD | -1.2% | -16.2% | +15.0% | +0.7% |
| 1Y | -5.7% | -12.1% | +6.4% | -5.2% |
| All | -15.3% | -22.5% | +7.2% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling