+741.1%
DECK vs UDR
+44.2%
+696.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -2.2% | -2.0% | -0.2% | -1.4% |
| 30D | -13.6% | -5.2% | -8.4% | -11.5% |
| 3M | -21.2% | -5.8% | -15.5% | -19.1% |
| 6M | -21.1% | -1.7% | -19.4% | -20.5% |
| YTD | -17.2% | +2.4% | -19.6% | -18.2% |
| 1Y | -30.7% | -2.1% | -28.6% | -30.3% |
| 3Y | -3.4% | +4.2% | -7.6% | -6.1% |
| 5Y | +25.5% | -20.0% | +45.5% | +35.5% |
| All | +741.1% | +44.2% | +696.9% | +680.7% |
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