-49.3%
COMP vs UDR
+3.6%
-52.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +12.0% |
| 7D | +13.4% | +3.0% | +10.5% | +10.0% |
| 30D | +11.1% | +10.3% | +0.8% | +0.3% |
| 3M | -18.8% | -2.9% | -15.9% | -16.0% |
| 6M | +10.5% | +0.3% | +10.2% | +8.8% |
| YTD | -3.4% | +3.8% | -7.2% | -9.3% |
| 1Y | +19.7% | +12.7% | +7.0% | +1.8% |
| 3Y | +381.6% | +27.6% | +354.0% | +219.2% |
| 5Y | -17.6% | -18.6% | +1.0% | -8.3% |
| All | -49.3% | +3.6% | -52.9% | -45.8% |
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