+370.0%
ALL vs UDR
+53.3%
+316.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | 0.0% | -2.4% | +2.4% | +1.1% |
| 30D | +12.8% | +6.7% | +6.1% | +9.7% |
| 3M | +4.7% | -1.8% | +6.4% | +5.5% |
| 6M | +24.9% | -1.8% | +26.7% | +25.7% |
| YTD | +30.0% | +2.5% | +27.5% | +27.7% |
| 1Y | +29.9% | +7.9% | +22.0% | +24.7% |
| 3Y | +117.5% | +25.1% | +92.5% | +93.6% |
| 5Y | +161.7% | -21.2% | +182.9% | +182.5% |
| All | +370.0% | +53.3% | +316.6% | +302.4% |
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