+2,271.9%
D vs UDR
+2,878.3%
-606.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +1.5% | -2.0% | +3.5% | +1.9% |
| 30D | -2.6% | -5.2% | +2.6% | -1.4% |
| 3M | 0.0% | -5.8% | +5.8% | +1.3% |
| 6M | +7.4% | -1.7% | +9.0% | +7.6% |
| YTD | +15.9% | +2.4% | +13.5% | +14.9% |
| 1Y | +18.1% | -2.1% | +20.2% | +18.3% |
| 3Y | +58.4% | +4.2% | +54.2% | +56.0% |
| 5Y | +5.2% | -20.0% | +25.2% | +9.3% |
| 10Y | +35.9% | +44.6% | -8.8% | +24.5% |
| All | +2,271.9% | +2,878.3% | -606.3% | +1,434.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling