+476.0%
A vs UDR
+1,214.6%
-738.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | -2.0% | +0.1% | -1.2% |
| 30D | +6.9% | -5.2% | +12.1% | +9.1% |
| 3M | +9.2% | -5.8% | +15.0% | +11.6% |
| 6M | +25.7% | -1.7% | +27.4% | +26.1% |
| YTD | +11.5% | +2.4% | +9.2% | +10.0% |
| 1Y | +18.4% | -2.1% | +20.5% | +18.6% |
| 3Y | +26.6% | +4.2% | +22.4% | +23.1% |
| 5Y | -12.8% | -20.0% | +7.2% | -7.0% |
| 10Y | +247.2% | +44.6% | +202.5% | +182.6% |
| All | +476.0% | +1,214.6% | -738.5% | +72.9% |
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