+583.4%
DG vs UDR
+346.7%
+236.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -2.0% | +10.4% | +8.9% |
| 30D | +4.9% | -5.2% | +10.1% | +6.2% |
| 3M | +29.3% | -5.8% | +35.1% | +31.1% |
| 6M | -11.3% | -1.7% | -9.6% | -11.0% |
| YTD | +1.8% | +2.4% | -0.6% | +1.0% |
| 1Y | +25.3% | -2.1% | +27.5% | +25.5% |
| 3Y | +9.1% | +4.2% | +4.9% | +6.4% |
| 5Y | -34.9% | -20.0% | -14.9% | -33.1% |
| 10Y | +108.2% | +44.6% | +63.5% | +81.0% |
| All | +583.4% | +346.7% | +236.7% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling