+34.0%
DGX vs UDR
-1.4%
+35.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -2.3% | -2.0% | -0.3% | -1.4% |
| 30D | +0.6% | -5.2% | +5.7% | +2.9% |
| 3M | +21.4% | -5.8% | +27.2% | +24.4% |
| 6M | +14.7% | -1.7% | +16.4% | +16.4% |
| YTD | +38.4% | +2.4% | +36.1% | +36.7% |
| 1Y | +34.0% | -2.1% | +36.1% | +38.5% |
| All | +34.0% | -1.4% | +35.4% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling