-50.4%
COMP vs UDR
+3.8%
-54.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.3% |
| 7D | +7.2% | +2.0% | +5.2% | +5.0% |
| 30D | +6.4% | +7.9% | -1.5% | -1.7% |
| 3M | -19.4% | -1.5% | -18.0% | -18.0% |
| 6M | +14.6% | +0.9% | +13.7% | +12.1% |
| YTD | -5.5% | +4.0% | -9.5% | -11.4% |
| 1Y | +13.7% | +10.4% | +3.3% | -0.9% |
| 3Y | +409.7% | +26.9% | +382.8% | +240.0% |
| 5Y | -17.0% | -19.4% | +2.3% | -7.8% |
| All | -50.4% | +3.8% | -54.3% | -47.1% |
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