+35.4%
DD vs UDR
+14.9%
+20.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.9% |
| 7D | +8.7% | +7.2% | +1.5% | +6.2% |
| 30D | +15.3% | +10.5% | +4.9% | +11.5% |
| 3M | +5.9% | -2.3% | +8.2% | +6.7% |
| 6M | +11.6% | +4.0% | +7.6% | +8.4% |
| YTD | +26.5% | +5.6% | +20.9% | +24.3% |
| 1Y | +35.4% | +13.0% | +22.4% | +27.6% |
| All | +35.4% | +14.9% | +20.5% | +27.6% |
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