-15.4%
A vs UDR
-20.7%
+5.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.5% |
| 7D | -4.4% | -3.3% | -1.1% | -2.8% |
| 30D | -2.7% | -5.6% | +3.0% | +0.1% |
| 3M | +7.0% | -9.4% | +16.5% | +12.2% |
| 6M | +24.6% | -3.0% | +27.6% | +25.8% |
| YTD | +7.0% | -0.4% | +7.4% | +6.4% |
| 1Y | +15.6% | -5.1% | +20.7% | +17.7% |
| 3Y | +29.9% | +4.2% | +25.7% | +24.5% |
| 5Y | -15.4% | -19.5% | +4.1% | -6.0% |
| All | -15.4% | -20.7% | +5.3% | -6.0% |
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