+57.9%
DIA vs UDR
-20.8%
+78.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | +2.1% | -0.4% | +2.5% | +2.3% |
| 30D | +1.5% | +7.8% | -6.3% | -1.1% |
| 3M | -2.4% | -2.8% | +0.4% | -1.6% |
| 6M | +6.0% | -1.4% | +7.4% | +6.0% |
| YTD | +10.1% | +3.4% | +6.7% | +7.9% |
| 1Y | +11.8% | +9.9% | +1.9% | +7.1% |
| 3Y | +59.7% | +28.5% | +31.2% | +42.8% |
| All | +57.9% | -20.8% | +78.7% | +70.9% |
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 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