+105.8%
DAL vs UDR
-19.6%
+125.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -2.0% | +2.1% | +1.2% |
| 30D | -13.9% | -5.2% | -8.7% | -11.4% |
| 3M | +1.1% | -5.8% | +6.9% | +4.1% |
| 6M | +26.2% | -1.7% | +27.9% | +26.7% |
| YTD | +16.4% | +2.4% | +14.1% | +14.0% |
| 1Y | +33.9% | -2.1% | +36.0% | +34.1% |
| 3Y | +93.4% | +4.2% | +89.2% | +85.4% |
| All | +105.8% | -19.6% | +125.5% | +128.1% |
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 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