+59.6%
DD vs UDR
-20.7%
+80.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.6% |
| 7D | -3.8% | -3.3% | -0.5% | -2.1% |
| 30D | -9.2% | -5.6% | -3.6% | -6.5% |
| 3M | -9.0% | -9.4% | +0.4% | -4.6% |
| 6M | -5.0% | -3.0% | -2.0% | -4.3% |
| YTD | +7.4% | -0.4% | +7.8% | +6.7% |
| 1Y | +35.1% | -5.1% | +40.3% | +37.6% |
| 3Y | +43.2% | +4.2% | +39.0% | +39.4% |
| 5Y | +59.6% | -19.5% | +79.2% | +77.4% |
| All | +59.6% | -20.7% | +80.3% | +77.4% |
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