+222.2%
ACWI vs UDR
+54.2%
+168.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | +0.3% | +2.2% | -1.9% | -0.5% |
| 30D | -2.8% | +8.0% | -10.9% | -5.6% |
| 3M | -3.2% | -3.3% | +0.1% | -2.2% |
| 6M | +1.3% | +1.0% | +0.2% | +0.3% |
| YTD | +11.2% | +4.2% | +7.1% | +8.6% |
| 1Y | +13.8% | +10.8% | +2.9% | +8.4% |
| 3Y | +76.2% | +30.1% | +46.0% | +55.8% |
| 5Y | +59.5% | -18.9% | +78.4% | +66.8% |
| 10Y | +222.2% | +53.4% | +168.8% | +178.9% |
| All | +222.2% | +54.2% | +168.0% | +178.9% |
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 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