+38.5%
D vs UDR
+44.7%
-6.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.7% |
| 7D | -0.4% | -3.3% | +2.8% | +1.2% |
| 30D | -2.1% | -5.6% | +3.6% | +0.6% |
| 3M | -0.7% | -9.4% | +8.7% | +3.8% |
| 6M | +5.6% | -3.0% | +8.5% | +6.6% |
| YTD | +14.6% | -0.4% | +15.0% | +13.9% |
| 1Y | +15.3% | -5.1% | +20.5% | +17.2% |
| 3Y | +59.1% | +4.2% | +54.9% | +52.6% |
| 5Y | +3.9% | -19.5% | +23.4% | +11.0% |
| 10Y | +38.5% | +47.9% | -9.4% | +7.1% |
| All | +38.5% | +44.7% | -6.2% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling