+208.8%
C vs UDR
+53.1%
+155.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -0.4% | +2.0% | -2.4% | -1.5% |
| 30D | -5.2% | +7.9% | -13.1% | -9.4% |
| 3M | -9.1% | -1.5% | -7.6% | -8.6% |
| 6M | -1.6% | +0.9% | -2.5% | -3.1% |
| YTD | +6.9% | +4.0% | +2.9% | +2.9% |
| 1Y | +23.0% | +10.4% | +12.6% | +14.0% |
| 3Y | +216.1% | +26.9% | +189.2% | +163.6% |
| 5Y | +112.2% | -19.4% | +131.6% | +130.1% |
| 10Y | +208.8% | +57.0% | +151.8% | +172.8% |
| All | +208.8% | +53.1% | +155.6% | +172.8% |
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