+153.7%
ALL vs UDR
+4.7%
+149.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.1% |
| 7D | -1.7% | -2.1% | +0.4% | -0.9% |
| 30D | -4.7% | -5.6% | +1.0% | -2.6% |
| 3M | +18.4% | -5.8% | +24.1% | +21.0% |
| 6M | +20.5% | -1.1% | +21.6% | +20.9% |
| YTD | +23.5% | +1.6% | +21.9% | +22.2% |
| 1Y | +29.0% | -2.7% | +31.6% | +29.6% |
| 3Y | +153.7% | +6.3% | +147.4% | +163.7% |
| All | +153.7% | +4.7% | +149.0% | +163.7% |
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