+9,430.1%
DGX vs UDR
+1,030.6%
+8,399.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.4% |
| 7D | -2.2% | -3.3% | +1.0% | -1.5% |
| 30D | -0.9% | -5.6% | +4.7% | +0.4% |
| 3M | +15.6% | -9.4% | +25.0% | +18.2% |
| 6M | +17.8% | -3.0% | +20.7% | +18.4% |
| YTD | +37.5% | -0.4% | +37.8% | +37.4% |
| 1Y | +31.2% | -5.1% | +36.3% | +32.6% |
| 3Y | +96.6% | +4.2% | +92.4% | +93.3% |
| 5Y | +64.9% | -19.5% | +84.4% | +70.4% |
| 10Y | +254.6% | +47.9% | +206.7% | +212.7% |
| All | +9,430.1% | +1,030.6% | +8,399.5% | +4,521.9% |
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