+226.1%
ACWI vs UDR
+42.1%
+184.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +1.1% | -2.1% | +3.1% | +1.8% |
| 30D | -0.2% | -5.6% | +5.4% | +1.9% |
| 3M | +4.7% | -5.8% | +10.5% | +6.6% |
| 6M | +14.5% | -1.1% | +15.6% | +14.3% |
| YTD | +14.6% | +1.6% | +13.0% | +13.1% |
| 1Y | +21.4% | -2.7% | +24.1% | +21.5% |
| 3Y | +77.6% | +6.3% | +71.3% | +69.7% |
| 5Y | +68.1% | -19.3% | +87.4% | +76.0% |
| 10Y | +226.1% | +46.0% | +180.1% | +183.8% |
| All | +226.1% | +42.1% | +184.0% | +183.8% |
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