+21.2%
DIS vs UDR
+42.1%
-20.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -1.1% | -2.1% | +1.0% | -0.2% |
| 30D | +0.1% | -5.6% | +5.8% | +2.8% |
| 3M | +7.1% | -5.8% | +12.9% | +9.8% |
| 6M | +4.3% | -1.1% | +5.4% | +4.4% |
| YTD | -6.9% | +1.6% | -8.6% | -8.0% |
| 1Y | -10.3% | -2.7% | -7.7% | -9.7% |
| 3Y | +32.8% | +6.3% | +26.5% | +26.7% |
| 5Y | -41.5% | -19.3% | -22.2% | -37.7% |
| 10Y | +21.2% | +46.0% | -24.8% | +6.0% |
| All | +21.2% | +42.1% | -20.9% | +6.0% |
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