+11,573.1%
COST vs UDR
+2,798.0%
+8,775.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.3% |
| 7D | -2.8% | -3.3% | +0.5% | -2.0% |
| 30D | -5.3% | -5.6% | +0.4% | -3.8% |
| 3M | -6.7% | -9.4% | +2.8% | -4.3% |
| 6M | -9.9% | -3.0% | -7.0% | -9.4% |
| YTD | +5.1% | -0.4% | +5.5% | +4.8% |
| 1Y | -7.3% | -5.1% | -2.1% | -6.5% |
| 3Y | +70.4% | +4.2% | +66.2% | +66.5% |
| 5Y | +104.4% | -19.5% | +123.9% | +111.9% |
| 10Y | +609.0% | +47.9% | +561.1% | +508.8% |
| All | +11,573.1% | +2,798.0% | +8,775.1% | +4,108.5% |
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