+153.8%
B vs UDR
-18.0%
+171.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | +2.3% | -2.1% | +4.4% | +3.0% |
| 30D | +1.4% | -5.6% | +7.0% | +3.2% |
| 3M | +12.2% | -5.8% | +18.0% | +14.1% |
| 6M | -2.1% | -1.1% | -1.0% | -2.1% |
| YTD | +2.9% | +1.6% | +1.3% | +1.9% |
| 1Y | +55.3% | -2.7% | +58.0% | +55.7% |
| 3Y | +198.7% | +6.3% | +192.4% | +186.8% |
| 5Y | +153.8% | -19.3% | +173.1% | +152.9% |
| All | +153.8% | -18.0% | +171.8% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling