+211.9%
B vs UDR
+44.7%
+167.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +1.0% | -3.3% | +4.3% | +1.6% |
| 30D | +9.5% | -5.6% | +15.1% | +10.5% |
| 3M | +14.3% | -9.4% | +23.7% | +16.1% |
| 6M | -1.9% | -3.0% | +1.1% | -1.5% |
| YTD | +4.1% | -0.4% | +4.5% | +4.0% |
| 1Y | +56.1% | -5.1% | +61.3% | +57.1% |
| 3Y | +202.0% | +4.2% | +197.8% | +198.4% |
| 5Y | +158.8% | -19.5% | +178.3% | +160.6% |
| 10Y | +211.9% | +47.9% | +164.0% | +191.1% |
| All | +211.9% | +44.7% | +167.2% | +191.1% |
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