+14,263.1%
DE vs UDR
+2,798.0%
+11,465.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | -3.0% | -3.3% | +0.2% | -1.9% |
| 30D | +11.1% | -5.6% | +16.8% | +13.5% |
| 3M | +17.6% | -9.4% | +27.0% | +21.7% |
| 6M | +13.6% | -3.0% | +16.5% | +14.4% |
| YTD | +46.3% | -0.4% | +46.7% | +45.8% |
| 1Y | +44.2% | -5.1% | +49.3% | +46.0% |
| 3Y | +76.6% | +4.2% | +72.4% | +71.2% |
| 5Y | +98.2% | -19.5% | +117.7% | +107.7% |
| 10Y | +863.5% | +47.9% | +815.6% | +690.8% |
| All | +14,263.1% | +2,798.0% | +11,465.1% | +5,340.8% |
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