+4,690.3%
COP vs UDR
+2,882.6%
+1,807.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +3.4% | -2.4% | +5.8% | +4.1% |
| 30D | -0.6% | +6.7% | -7.3% | -2.7% |
| 3M | +10.8% | -1.8% | +12.5% | +11.1% |
| 6M | +19.6% | -1.8% | +21.4% | +19.7% |
| YTD | +52.9% | +2.5% | +50.4% | +50.4% |
| 1Y | +62.2% | +7.9% | +54.3% | +57.0% |
| 3Y | +32.4% | +25.1% | +7.3% | +21.3% |
| 5Y | +129.7% | -21.2% | +150.9% | +139.4% |
| 10Y | +331.8% | +52.9% | +278.8% | +268.7% |
| All | +4,690.3% | +2,882.6% | +1,807.8% | +2,600.0% |
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