+381.6%
COMP vs UDR
+25.4%
+356.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +11.6% |
| 7D | +13.4% | +3.0% | +10.5% | +11.0% |
| 30D | +11.1% | +10.3% | +0.8% | +3.4% |
| 3M | -18.8% | -2.9% | -15.9% | -16.9% |
| 6M | +10.5% | +0.3% | +10.2% | +9.3% |
| YTD | -3.4% | +3.8% | -7.2% | -7.4% |
| 1Y | +19.7% | +12.7% | +7.0% | +6.8% |
| 3Y | +381.6% | +27.6% | +354.0% | +179.3% |
| All | +381.6% | +25.4% | +356.2% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling