+7.8%
DBX vs UDR
-20.7%
+28.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +3.1% |
| 7D | +0.3% | -3.3% | +3.5% | +1.5% |
| 30D | 0.0% | -5.6% | +5.6% | +2.2% |
| 3M | +26.1% | -9.4% | +35.5% | +30.9% |
| 6M | +29.4% | -3.0% | +32.3% | +30.4% |
| YTD | +24.4% | -0.4% | +24.8% | +23.7% |
| 1Y | +10.9% | -5.1% | +16.0% | +12.3% |
| 3Y | +24.1% | +4.2% | +19.9% | +18.7% |
| 5Y | +7.8% | -19.5% | +27.3% | +16.7% |
| All | +7.8% | -20.7% | +28.4% | +16.7% |
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