+3,738.8%
ALL vs UDR
+1,647.6%
+2,091.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +2.0% | -2.2% | -1.0% |
| 30D | +13.8% | +7.9% | +5.9% | +10.2% |
| 3M | -2.8% | -1.5% | -1.3% | -2.2% |
| 6M | +23.7% | +0.9% | +22.8% | +23.0% |
| YTD | +27.3% | +4.0% | +23.3% | +24.3% |
| 1Y | +30.5% | +10.4% | +20.2% | +24.3% |
| 3Y | +113.0% | +26.9% | +86.1% | +88.8% |
| 5Y | +157.6% | -19.4% | +176.9% | +172.5% |
| 10Y | +368.4% | +57.0% | +311.4% | +258.1% |
| All | +3,738.8% | +1,647.6% | +2,091.2% | +1,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling