+23.1%
DBX vs UDR
+38.6%
-15.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | -1.8% | -3.4% | +1.6% | -0.9% |
| 30D | +2.8% | -5.4% | +8.3% | +4.5% |
| 3M | +26.8% | -10.0% | +36.7% | +30.6% |
| 6M | +32.8% | -2.5% | +35.3% | +33.4% |
| YTD | +26.1% | -1.1% | +27.2% | +25.9% |
| 1Y | +14.1% | -3.9% | +18.0% | +14.8% |
| 3Y | +25.7% | +3.4% | +22.3% | +22.6% |
| 5Y | +11.2% | -18.9% | +30.0% | +14.9% |
| All | +23.1% | +38.6% | -15.6% | +10.3% |
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