+3.5%
CSCO vs UDR
-1.5%
+5.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +0.8% |
| 7D | +6.6% | -2.4% | +8.9% | +5.6% |
| 30D | -11.3% | +6.7% | -18.0% | -8.5% |
| 3M | -17.3% | -1.8% | -15.6% | -18.2% |
| 6M | +3.5% | -1.8% | +5.3% | +3.4% |
| All | +3.5% | -1.5% | +5.1% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling