-12.8%
DECK vs UDR
+27.6%
-40.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +4.1% |
| 7D | +10.4% | +7.2% | +3.1% | +6.5% |
| 30D | +11.1% | +10.5% | +0.6% | +5.5% |
| 3M | -10.8% | -2.3% | -8.5% | -9.7% |
| 6M | -8.7% | +4.0% | -12.7% | -10.5% |
| YTD | -14.0% | +5.6% | -19.7% | -16.5% |
| 1Y | +12.0% | +13.0% | -1.0% | +5.1% |
| All | -12.8% | +27.6% | -40.3% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling