+6.5%
D vs UDR
-18.0%
+24.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.8% | -2.1% | +2.8% | +1.7% |
| 30D | -0.7% | -5.6% | +4.9% | +1.8% |
| 3M | +2.1% | -5.8% | +7.9% | +4.6% |
| 6M | +6.8% | -1.1% | +7.9% | +6.9% |
| YTD | +16.5% | +1.6% | +14.9% | +14.8% |
| 1Y | +19.2% | -2.7% | +21.8% | +19.6% |
| 3Y | +61.9% | +6.3% | +55.6% | +53.8% |
| 5Y | +6.5% | -19.3% | +25.9% | +10.9% |
| All | +6.5% | -18.0% | +24.5% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling