+5.8%
DASH vs UDR
+12.4%
-6.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -4.9% |
| 7D | -11.2% | -2.1% | -9.1% | -10.2% |
| 30D | -7.3% | -5.6% | -1.7% | -4.4% |
| 3M | +31.4% | -5.8% | +37.2% | +35.3% |
| 6M | +11.9% | -1.1% | +13.0% | +11.9% |
| YTD | -11.5% | +1.6% | -13.1% | -13.0% |
| 1Y | -20.0% | -2.7% | -17.4% | -19.7% |
| 3Y | +143.9% | +6.3% | +137.6% | +127.1% |
| 5Y | -0.2% | -19.3% | +19.1% | +5.8% |
| All | +5.8% | +12.4% | -6.6% | +20.5% |
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 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