+888.8%
DECK vs UDR
+52.4%
+836.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.3% |
| 7D | +6.0% | +4.5% | +1.5% | +4.0% |
| 30D | +7.4% | +9.6% | -2.2% | +3.2% |
| 3M | -11.7% | -2.7% | -8.9% | -10.5% |
| 6M | -11.0% | +1.8% | -12.7% | -11.6% |
| YTD | -15.4% | +5.0% | -20.4% | -17.3% |
| 1Y | +7.2% | +12.1% | -4.8% | +1.9% |
| 3Y | -11.8% | +26.2% | -38.0% | -20.8% |
| 5Y | +24.3% | -17.6% | +42.0% | +32.8% |
| All | +888.8% | +52.4% | +836.4% | +799.1% |
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