+992.0%
ASX vs UDR
+44.7%
+947.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.2% |
| 7D | +11.1% | -3.3% | +14.4% | +12.3% |
| 30D | +9.6% | -5.6% | +15.2% | +11.6% |
| 3M | +18.6% | -9.4% | +28.0% | +21.8% |
| 6M | +92.1% | -3.0% | +95.1% | +91.9% |
| YTD | +158.5% | -0.4% | +158.9% | +155.1% |
| 1Y | +271.9% | -5.1% | +277.0% | +272.4% |
| 3Y | +465.2% | +4.2% | +461.0% | +436.6% |
| 5Y | +479.4% | -19.5% | +498.9% | +502.5% |
| 10Y | +992.0% | +47.9% | +944.1% | +862.9% |
| All | +992.0% | +44.7% | +947.3% | +862.9% |
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