+38.3%
DD vs UDR
-1.4%
+39.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -3.5% | -2.0% | -1.5% | -2.8% |
| 30D | -10.3% | -5.2% | -5.1% | -8.6% |
| 3M | -7.5% | -5.8% | -1.8% | -5.9% |
| 6M | -8.0% | -1.7% | -6.3% | -7.7% |
| YTD | +10.5% | +2.4% | +8.1% | +9.3% |
| 1Y | +38.3% | -2.1% | +40.4% | +37.7% |
| All | +38.3% | -1.4% | +39.7% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling