+16.1%
A vs UDR
-19.1%
+35.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +1.4% | +2.0% | -0.7% | +0.4% |
| 30D | +4.3% | +7.9% | -3.6% | +0.3% |
| 3M | +19.8% | -1.5% | +21.2% | +20.3% |
| 6M | +54.4% | +0.9% | +53.5% | +52.8% |
| YTD | +31.7% | +4.0% | +27.7% | +27.8% |
| 1Y | +22.4% | +10.4% | +12.1% | +15.1% |
| 3Y | +67.7% | +26.9% | +40.8% | +44.7% |
| All | +16.1% | -19.1% | +35.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling