+54,250.3%
DHR vs UDR
+2,856.2%
+51,394.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -0.8% | -2.1% | +1.2% | -0.2% |
| 30D | +0.2% | -5.6% | +5.9% | +1.9% |
| 3M | +12.1% | -5.8% | +17.8% | +14.0% |
| 6M | +5.4% | -1.1% | +6.5% | +5.6% |
| YTD | -10.0% | +1.6% | -11.6% | -10.6% |
| 1Y | +4.1% | -2.7% | +6.7% | +4.6% |
| 3Y | -5.2% | +6.3% | -11.5% | -7.5% |
| 5Y | -28.2% | -19.3% | -8.9% | -24.7% |
| 10Y | +208.4% | +46.0% | +162.4% | +165.0% |
| All | +54,250.3% | +2,856.2% | +51,394.2% | +25,902.9% |
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