+35.6%
DD vs UDR
-5.5%
+41.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -2.9% | -3.4% | +0.5% | -1.7% |
| 30D | -11.5% | -5.4% | -6.1% | -9.8% |
| 3M | -5.4% | -10.0% | +4.6% | -2.0% |
| 6M | -6.9% | -2.5% | -4.4% | -6.9% |
| YTD | +6.9% | -1.1% | +8.0% | +7.1% |
| 1Y | +35.6% | -3.9% | +39.5% | +34.5% |
| All | +35.6% | -5.5% | +41.2% | +34.5% |
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 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