-15.2%
UDR vs SARO
-23.7%
+8.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.4% |
| 7D | -3.4% | -4.0% | +0.6% | -2.7% |
| 30D | -5.4% | -16.1% | +10.7% | -2.8% |
| 3M | -10.0% | -4.5% | -5.4% | -9.8% |
| 6M | -2.5% | -17.0% | +14.5% | -0.3% |
| YTD | -1.1% | -17.5% | +16.4% | +1.0% |
| 1Y | -3.9% | -12.3% | +8.4% | -3.4% |
| All | -15.2% | -23.7% | +8.5% | -17.4% |
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 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