-27.8%
COIN vs UDR
-20.2%
-7.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -3.5% | -1.6% | -1.9% |
| 30D | +17.6% | -5.3% | +22.9% | +23.5% |
| 3M | +9.2% | -9.5% | +18.8% | +18.9% |
| 6M | -11.8% | -0.7% | -11.1% | -13.6% |
| YTD | -22.5% | -1.2% | -21.3% | -24.2% |
| 1Y | -45.9% | -5.7% | -40.2% | -44.8% |
| 3Y | +117.4% | +3.7% | +113.7% | +89.5% |
| All | -27.8% | -20.2% | -7.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling