+122.8%
DAL vs UDR
+50.7%
+72.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.3% | +2.9% |
| 7D | +8.8% | +3.0% | +5.8% | +6.8% |
| 30D | +5.4% | +10.3% | -4.9% | -1.0% |
| 3M | -4.9% | -2.9% | -2.0% | -3.1% |
| 6M | +19.8% | +0.3% | +19.5% | +18.9% |
| YTD | +27.0% | +3.8% | +23.2% | +22.8% |
| 1Y | +52.5% | +12.7% | +39.7% | +39.2% |
| 3Y | +173.8% | +27.6% | +146.3% | +126.4% |
| 5Y | +104.5% | -18.6% | +123.1% | +125.5% |
| All | +122.8% | +50.7% | +72.1% | +90.6% |
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