+842.6%
ASX vs UDR
+54.2%
+788.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.3% | +8.5% |
| 7D | -12.3% | +2.2% | -14.5% | -12.9% |
| 30D | -26.0% | +8.0% | -34.0% | -28.1% |
| 3M | -8.1% | -3.3% | -4.8% | -7.5% |
| 6M | +1.4% | +1.0% | +0.4% | -0.3% |
| YTD | +115.6% | +4.2% | +111.4% | +108.9% |
| 1Y | +128.0% | +10.8% | +117.2% | +115.6% |
| 3Y | +371.4% | +30.1% | +341.3% | +309.4% |
| 5Y | +469.4% | -18.9% | +488.3% | +490.6% |
| 10Y | +842.6% | +53.4% | +789.2% | +731.8% |
| All | +842.6% | +54.2% | +788.5% | +731.8% |
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