+1,036.7%
CBOE vs UDR
+218.6%
+818.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -4.6% | -2.1% | -2.6% | -4.0% |
| 30D | +2.6% | -5.6% | +8.3% | +4.4% |
| 3M | +4.9% | -5.8% | +10.7% | +6.8% |
| 6M | -2.2% | -1.1% | -1.0% | -1.9% |
| YTD | +17.7% | +1.6% | +16.1% | +16.7% |
| 1Y | +26.1% | -2.7% | +28.7% | +26.5% |
| 3Y | +97.1% | +6.3% | +90.8% | +88.9% |
| 5Y | +149.2% | -19.3% | +168.5% | +158.3% |
| 10Y | +385.1% | +46.0% | +339.1% | +300.4% |
| All | +1,036.7% | +218.6% | +818.1% | +615.4% |
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