+109.2%
ALL vs UDR
+26.8%
+82.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.9% | +2.2% | -6.1% | -4.7% |
| 30D | +10.6% | +8.0% | +2.6% | +7.4% |
| 3M | -4.6% | -3.3% | -1.3% | -3.4% |
| 6M | +20.2% | +1.0% | +19.2% | +19.6% |
| YTD | +23.7% | +4.2% | +19.5% | +21.0% |
| 1Y | +27.9% | +10.8% | +17.0% | +21.8% |
| 3Y | +109.2% | +30.1% | +79.0% | +110.4% |
| All | +109.2% | +26.8% | +82.3% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling