+474.3%
DINO vs UDR
+47.3%
+427.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +1.5% | -3.4% | +4.9% | +3.3% |
| 30D | +25.9% | -5.4% | +31.3% | +29.5% |
| 3M | +53.2% | -10.0% | +63.1% | +61.1% |
| 6M | +105.5% | -2.5% | +108.0% | +105.6% |
| YTD | +139.2% | -1.1% | +140.4% | +136.8% |
| 1Y | +117.4% | -3.9% | +121.3% | +117.9% |
| 3Y | +99.3% | +3.4% | +95.8% | +87.5% |
| 5Y | +333.0% | -18.9% | +351.9% | +355.0% |
| All | +474.3% | +47.3% | +427.0% | +344.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling