+1,100.9%
DD vs UDR
+2,908.2%
-1,807.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +5.0% | -0.4% | +5.3% | +5.1% |
| 30D | +19.7% | +7.8% | +11.9% | +15.8% |
| 3M | +7.2% | -2.8% | +10.0% | +8.3% |
| 6M | +1.0% | -1.4% | +2.5% | +1.1% |
| YTD | +29.1% | +3.4% | +25.7% | +26.4% |
| 1Y | +28.5% | +9.9% | +18.6% | +22.6% |
| 3Y | +89.4% | +28.5% | +60.9% | +69.1% |
| 5Y | +67.1% | -20.5% | +87.6% | +79.9% |
| 10Y | +97.5% | +54.2% | +43.3% | +57.2% |
| All | +1,100.9% | +2,908.2% | -1,807.3% | +284.5% |
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 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