-38.5%
DG vs UDR
-20.7%
-17.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.1% |
| 7D | -4.8% | -3.3% | -1.6% | -4.1% |
| 30D | +1.8% | -5.6% | +7.4% | +3.2% |
| 3M | +14.5% | -9.4% | +23.9% | +17.2% |
| 6M | -13.6% | -3.0% | -10.6% | -13.0% |
| YTD | -4.8% | -0.4% | -4.5% | -5.0% |
| 1Y | +21.6% | -5.1% | +26.7% | +22.6% |
| 3Y | +4.5% | +4.2% | +0.3% | +0.5% |
| 5Y | -38.5% | -19.5% | -18.9% | -35.0% |
| All | -38.5% | -20.7% | -17.8% | -35.0% |
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