+28.4%
CBOE vs UDR
-1.4%
+29.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -3.6% | -2.0% | -1.6% | -3.2% |
| 30D | +5.1% | -5.2% | +10.3% | +6.4% |
| 3M | +4.6% | -5.8% | +10.4% | +6.0% |
| 6M | -0.3% | -1.7% | +1.4% | -0.2% |
| YTD | +19.8% | +2.4% | +17.4% | +19.0% |
| 1Y | +28.4% | -2.1% | +30.5% | +25.4% |
| All | +28.4% | -1.4% | +29.8% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling