+591.6%
DG vs UDR
+351.2%
+240.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +3.2% | +7.8% | -4.5% | +1.6% |
| 3M | +10.4% | -2.8% | +13.2% | +11.2% |
| 6M | +33.2% | -1.4% | +34.6% | +33.7% |
| YTD | +3.0% | +3.4% | -0.4% | +2.1% |
| 1Y | +31.2% | +9.9% | +21.4% | +28.2% |
| 3Y | +21.8% | +28.5% | -6.7% | +13.4% |
| 5Y | -35.0% | -20.5% | -14.5% | -33.0% |
| 10Y | +106.0% | +54.2% | +51.8% | +76.8% |
| All | +591.6% | +351.2% | +240.4% | +362.2% |
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