+63.6%
DIA vs UDR
-20.7%
+84.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.1% |
| 7D | -1.2% | -3.3% | +2.0% | -0.1% |
| 30D | -2.7% | -5.6% | +3.0% | -0.8% |
| 3M | +3.3% | -9.4% | +12.7% | +6.6% |
| 6M | +10.4% | -3.0% | +13.4% | +11.0% |
| YTD | +10.0% | -0.4% | +10.4% | +9.3% |
| 1Y | +16.2% | -5.1% | +21.3% | +17.4% |
| 3Y | +58.7% | +4.2% | +54.5% | +53.7% |
| 5Y | +63.6% | -19.5% | +83.1% | +75.1% |
| All | +63.6% | -20.7% | +84.3% | +75.1% |
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