+4,492.0%
COP vs UDR
+2,878.3%
+1,613.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -2.0% | +5.0% | +3.6% |
| 30D | +17.5% | -5.2% | +22.7% | +19.3% |
| 3M | +13.4% | -5.8% | +19.1% | +15.2% |
| 6M | +17.7% | -1.7% | +19.4% | +17.7% |
| YTD | +46.6% | +2.4% | +44.2% | +44.6% |
| 1Y | +44.6% | -2.1% | +46.7% | +44.4% |
| 3Y | +20.7% | +4.2% | +16.5% | +17.1% |
| 5Y | +185.0% | -20.0% | +205.0% | +196.1% |
| 10Y | +347.0% | +44.6% | +302.3% | +287.6% |
| All | +4,492.0% | +2,878.3% | +1,613.7% | +2,495.1% |
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 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