+20.9%
DBX vs UDR
+6.2%
+14.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -1.3% | -2.1% | +0.7% | -0.7% |
| 30D | -2.9% | -5.6% | +2.8% | -1.3% |
| 3M | +23.8% | -5.8% | +29.6% | +25.9% |
| 6M | +26.2% | -1.1% | +27.3% | +26.4% |
| YTD | +21.6% | +1.6% | +20.0% | +20.6% |
| 1Y | +11.4% | -2.7% | +14.1% | +11.7% |
| All | +20.9% | +6.2% | +14.7% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling