+1,108.1%
DD vs UDR
+2,882.6%
-1,774.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | +6.7% | -2.4% | +9.1% | +7.8% |
| 30D | +19.4% | +6.7% | +12.7% | +16.1% |
| 3M | +7.6% | -1.8% | +9.4% | +8.2% |
| 6M | +2.9% | -1.8% | +4.7% | +3.1% |
| YTD | +29.9% | +2.5% | +27.4% | +27.7% |
| 1Y | +28.6% | +7.9% | +20.7% | +23.7% |
| 3Y | +90.0% | +25.1% | +64.9% | +71.5% |
| 5Y | +68.1% | -21.2% | +89.3% | +81.7% |
| 10Y | +98.7% | +52.9% | +45.8% | +58.7% |
| All | +1,108.1% | +2,882.6% | -1,774.5% | +288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling