+877.2%
DECK vs UDR
+50.7%
+826.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +5.8% | +3.0% | +2.8% | +4.5% |
| 30D | +7.9% | +10.3% | -2.4% | +3.3% |
| 3M | -11.4% | -2.9% | -8.5% | -10.2% |
| 6M | -16.6% | +0.3% | -16.9% | -16.7% |
| YTD | -16.4% | +3.8% | -20.2% | -17.8% |
| 1Y | +8.6% | +12.7% | -4.1% | +2.9% |
| 3Y | -15.1% | +27.6% | -42.7% | -24.1% |
| 5Y | +22.9% | -18.6% | +41.5% | +31.9% |
| All | +877.2% | +50.7% | +826.5% | +793.1% |
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