+2,363.0%
D vs UDR
+2,926.3%
-563.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | +2.0% | +0.3% | +1.9% |
| 30D | +10.9% | +7.9% | +3.0% | +9.0% |
| 3M | +2.8% | -1.5% | +4.3% | +3.2% |
| 6M | +12.7% | +0.9% | +11.8% | +12.4% |
| YTD | +20.3% | +4.0% | +16.3% | +18.9% |
| 1Y | +17.1% | +10.4% | +6.8% | +14.2% |
| 3Y | +75.1% | +26.9% | +48.2% | +65.2% |
| 5Y | +13.1% | -19.4% | +32.5% | +17.3% |
| 10Y | +48.3% | +57.0% | -8.8% | +33.9% |
| All | +2,363.0% | +2,926.3% | -563.3% | +1,487.5% |
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