+927.6%
DD vs UDR
+2,878.3%
-1,950.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -3.5% | -2.0% | -1.5% | -2.7% |
| 30D | -10.3% | -5.2% | -5.1% | -8.3% |
| 3M | -7.5% | -5.8% | -1.8% | -5.5% |
| 6M | -8.0% | -1.7% | -6.3% | -7.8% |
| YTD | +10.5% | +2.4% | +8.1% | +8.8% |
| 1Y | +38.3% | -2.1% | +40.4% | +38.6% |
| 3Y | +42.5% | +4.2% | +38.3% | +38.8% |
| 5Y | +60.2% | -20.0% | +80.2% | +72.1% |
| 10Y | +68.9% | +44.6% | +24.2% | +37.7% |
| All | +927.6% | +2,878.3% | -1,950.7% | +230.9% |
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