-47.5%
COIN vs UDR
-2.9%
-44.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | -10.6% | -3.4% | -7.2% | -7.7% |
| 30D | +16.0% | -5.4% | +21.4% | +21.8% |
| 3M | +11.9% | -10.0% | +21.9% | +22.0% |
| 6M | -12.3% | -2.5% | -9.8% | -12.4% |
| YTD | -23.8% | -1.1% | -22.7% | -25.4% |
| 1Y | -45.4% | -3.9% | -41.5% | -45.4% |
| 3Y | +109.9% | +3.4% | +106.4% | +85.7% |
| 5Y | -30.6% | -18.9% | -11.7% | -18.3% |
| All | -47.5% | -2.9% | -44.6% | -41.9% |
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