+565.2%
A vs UDR
+1,227.8%
-662.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | 0.0% | +7.8% | -7.8% | -3.0% |
| 3M | +16.7% | -2.8% | +19.5% | +17.7% |
| 6M | +54.8% | -1.4% | +56.3% | +55.1% |
| YTD | +28.8% | +3.4% | +25.4% | +26.3% |
| 1Y | +19.3% | +9.9% | +9.5% | +14.3% |
| 3Y | +65.5% | +28.5% | +37.0% | +48.5% |
| 5Y | +12.1% | -20.5% | +32.6% | +19.7% |
| 10Y | +305.4% | +54.2% | +251.1% | +222.0% |
| All | +565.2% | +1,227.8% | -662.6% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling