-49.3%
COMP vs UDR
+3.2%
-52.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.8% |
| 7D | 0.0% | -0.4% | +0.4% | +0.5% |
| 30D | +16.6% | +7.8% | +8.8% | +7.9% |
| 3M | -23.5% | -2.8% | -20.7% | -21.0% |
| 6M | +25.7% | -1.4% | +27.2% | +26.4% |
| YTD | -3.4% | +3.4% | -6.8% | -8.9% |
| 1Y | +7.6% | +9.9% | -2.3% | -5.7% |
| 3Y | +423.6% | +28.5% | +395.1% | +243.1% |
| 5Y | -10.6% | -20.5% | +9.9% | +0.1% |
| All | -49.3% | +3.2% | -52.5% | -45.6% |
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