+569.8%
DELL vs UDR
-20.8%
+590.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.0% | -7.4% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | -32.1% | +7.8% | -39.8% | -33.4% |
| 3M | -30.2% | -2.8% | -27.5% | -29.9% |
| 6M | +41.7% | -1.4% | +43.1% | +40.5% |
| YTD | +176.6% | +3.4% | +173.2% | +169.0% |
| 1Y | +159.9% | +9.9% | +150.1% | +147.0% |
| 3Y | +388.0% | +28.5% | +359.5% | +326.7% |
| All | +569.8% | -20.8% | +590.6% | +629.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling