+8.6%
DECK vs UDR
+11.2%
-2.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | +5.8% | +3.0% | +2.8% | +4.0% |
| 30D | +7.9% | +10.3% | -2.4% | +2.0% |
| 3M | -11.4% | -2.9% | -8.5% | -9.9% |
| 6M | -16.6% | +0.3% | -16.9% | -16.1% |
| YTD | -16.4% | +3.8% | -20.2% | -17.4% |
| 1Y | +8.6% | +12.7% | -4.1% | +4.6% |
| All | +8.6% | +11.2% | -2.5% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling