+854.6%
DE vs UDR
+47.3%
+807.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.4% | -3.4% | +1.0% | -0.9% |
| 30D | +9.7% | -5.4% | +15.1% | +12.3% |
| 3M | +21.4% | -10.0% | +31.3% | +26.5% |
| 6M | +15.0% | -2.5% | +17.6% | +15.7% |
| YTD | +46.4% | -1.1% | +47.5% | +46.3% |
| 1Y | +45.6% | -3.9% | +49.5% | +46.9% |
| 3Y | +76.8% | +3.4% | +73.3% | +70.6% |
| 5Y | +99.4% | -18.9% | +118.3% | +109.5% |
| All | +854.6% | +47.3% | +807.3% | +721.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling