+294.7%
C vs UDR
+44.7%
+250.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.9% |
| 7D | +2.6% | -3.3% | +5.8% | +4.5% |
| 30D | +1.9% | -5.6% | +7.5% | +5.2% |
| 3M | +2.8% | -9.4% | +12.2% | +8.2% |
| 6M | +30.6% | -3.0% | +33.5% | +31.5% |
| YTD | +19.9% | -0.4% | +20.3% | +18.6% |
| 1Y | +44.6% | -5.1% | +49.7% | +46.8% |
| 3Y | +272.1% | +4.2% | +267.9% | +251.1% |
| 5Y | +132.0% | -19.5% | +151.5% | +150.5% |
| 10Y | +294.7% | +47.9% | +246.8% | +258.8% |
| All | +294.7% | +44.7% | +250.0% | +258.8% |
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