+361.3%
ALL vs UDR
+48.4%
+312.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.9% |
| 7D | -2.2% | -3.3% | +1.0% | -0.8% |
| 30D | -5.6% | -5.6% | +0.1% | -3.2% |
| 3M | +17.2% | -9.4% | +26.7% | +22.3% |
| 6M | +23.2% | -3.0% | +26.2% | +24.5% |
| YTD | +23.6% | -0.4% | +24.0% | +23.0% |
| 1Y | +29.2% | -5.1% | +34.3% | +31.2% |
| 3Y | +153.8% | +4.2% | +149.6% | +144.9% |
| 5Y | +116.1% | -19.5% | +135.6% | +130.4% |
| All | +361.3% | +48.4% | +312.9% | +298.4% |
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