+1,055.3%
DELL vs UDR
-20.3%
+1,075.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -1.9% | -3.4% | +1.5% | -1.1% |
| 30D | +14.9% | -5.4% | +20.3% | +16.3% |
| 3M | +37.2% | -10.0% | +47.2% | +40.1% |
| 6M | +254.0% | -2.5% | +256.5% | +250.5% |
| YTD | +306.1% | -1.1% | +307.3% | +300.0% |
| 1Y | +312.3% | -3.9% | +316.2% | +309.6% |
| 3Y | +654.0% | +3.4% | +650.6% | +622.6% |
| 5Y | +1,055.3% | -18.9% | +1,074.2% | +1,131.8% |
| All | +1,055.3% | -20.3% | +1,075.6% | +1,131.8% |
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