+701.5%
B vs UDR
+2,926.3%
-2,224.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | +7.1% | +2.0% | +5.1% | +6.9% |
| 30D | -3.3% | +7.9% | -11.2% | -4.2% |
| 3M | -2.5% | -1.5% | -1.1% | -2.4% |
| 6M | -7.2% | +0.9% | -8.1% | -7.4% |
| YTD | -7.4% | +4.0% | -11.4% | -7.9% |
| 1Y | +16.4% | +10.4% | +6.1% | +15.0% |
| 3Y | +178.7% | +26.9% | +151.8% | +170.9% |
| 5Y | +121.7% | -19.4% | +141.1% | +124.6% |
| 10Y | +208.6% | +57.0% | +151.6% | +188.5% |
| All | +701.5% | +2,926.3% | -2,224.8% | +628.4% |
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