+238.4%
A vs UDR
+47.3%
+191.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -4.6% | -3.4% | -1.2% | -3.2% |
| 30D | -4.3% | -5.4% | +1.2% | -2.1% |
| 3M | +8.9% | -10.0% | +18.9% | +13.6% |
| 6M | +24.5% | -2.5% | +27.1% | +25.3% |
| YTD | +5.8% | -1.1% | +6.9% | +5.7% |
| 1Y | +16.2% | -3.9% | +20.1% | +17.4% |
| 3Y | +28.5% | +3.4% | +25.0% | +25.1% |
| 5Y | -16.3% | -18.9% | +2.6% | -11.2% |
| All | +238.4% | +47.3% | +191.1% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling