+65.5%
DGX vs UDR
-20.1%
+85.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -3.5% | -3.4% | -0.1% | -2.3% |
| 30D | -2.7% | -5.4% | +2.8% | -0.9% |
| 3M | +13.9% | -10.0% | +23.9% | +17.8% |
| 6M | +16.0% | -2.5% | +18.6% | +16.8% |
| YTD | +34.9% | -1.1% | +36.1% | +35.2% |
| 1Y | +30.6% | -3.9% | +34.5% | +31.9% |
| 3Y | +93.0% | +3.4% | +89.5% | +90.0% |
| All | +65.5% | -20.1% | +85.6% | +69.8% |
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