+803.7%
B vs UDR
+2,878.3%
-2,074.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.4% |
| 30D | +9.4% | -5.2% | +14.6% | +10.1% |
| 3M | +5.0% | -5.8% | +10.8% | +5.6% |
| 6M | -3.5% | -1.7% | -1.9% | -3.4% |
| YTD | +4.5% | +2.4% | +2.1% | +4.1% |
| 1Y | +67.8% | -2.1% | +69.9% | +67.9% |
| 3Y | +196.7% | +4.2% | +192.5% | +194.3% |
| 5Y | +151.9% | -20.0% | +171.9% | +155.5% |
| 10Y | +202.2% | +44.6% | +157.5% | +185.0% |
| All | +803.7% | +2,878.3% | -2,074.5% | +722.9% |
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 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