+132.2%
DAL vs UDR
+43.5%
+88.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -2.0% | +2.1% | +1.4% |
| 30D | -13.9% | -5.2% | -8.7% | -10.9% |
| 3M | +1.1% | -5.8% | +6.9% | +4.6% |
| 6M | +26.2% | -1.7% | +27.9% | +26.8% |
| YTD | +16.4% | +2.4% | +14.1% | +13.6% |
| 1Y | +33.9% | -2.1% | +36.0% | +34.0% |
| 3Y | +93.4% | +4.2% | +89.2% | +83.2% |
| 5Y | +106.4% | -20.0% | +126.3% | +129.3% |
| All | +132.2% | +43.5% | +88.7% | +97.7% |
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