+202.4%
COPX vs UDR
+233.0%
-30.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.5% |
| 7D | +5.8% | -2.1% | +7.8% | +6.9% |
| 30D | +7.2% | -5.6% | +12.8% | +10.3% |
| 3M | +16.5% | -5.8% | +22.3% | +19.3% |
| 6M | +18.4% | -1.1% | +19.6% | +18.0% |
| YTD | +31.9% | +1.6% | +30.3% | +29.0% |
| 1Y | +88.5% | -2.7% | +91.2% | +87.9% |
| 3Y | +173.1% | +6.3% | +166.8% | +155.3% |
| 5Y | +193.1% | -19.3% | +212.4% | +211.7% |
| 10Y | +591.7% | +46.0% | +545.7% | +380.5% |
| All | +202.4% | +233.0% | -30.6% | +6.1% |
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