+90.6%
DD vs UDR
+26.2%
+64.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | +6.7% | -2.4% | +9.1% | +8.1% |
| 30D | +19.4% | +6.7% | +12.7% | +15.0% |
| 3M | +7.6% | -1.8% | +9.4% | +8.4% |
| 6M | +2.9% | -1.8% | +4.7% | +2.9% |
| YTD | +29.9% | +2.5% | +27.4% | +26.4% |
| 1Y | +28.6% | +7.9% | +20.7% | +21.0% |
| All | +90.6% | +26.2% | +64.3% | +75.3% |
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