-21.6%
DASH vs UDR
-19.4%
-2.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -10.2% | -1.8% | -8.5% | -9.2% |
| 30D | -8.2% | +7.9% | -16.1% | -12.4% |
| 3M | -15.9% | -0.8% | -15.1% | -15.4% |
| 6M | +13.3% | 0.0% | +13.3% | +12.7% |
| YTD | -21.3% | +3.7% | -25.0% | -23.9% |
| 1Y | -11.1% | +8.5% | -19.7% | -16.9% |
| 3Y | +103.8% | +26.6% | +77.2% | +61.6% |
| 5Y | -21.6% | -20.2% | -1.4% | -13.1% |
| All | -21.6% | -19.4% | -2.2% | -13.1% |
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