+1,663.1%
DIS vs UDR
+2,930.5%
-1,267.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +5.3% | +2.2% | +3.1% | +4.5% |
| 30D | +10.2% | +8.0% | +2.2% | +7.3% |
| 3M | +13.5% | -3.3% | +16.8% | +14.9% |
| 6M | +11.1% | +1.0% | +10.1% | +10.5% |
| YTD | +5.5% | +4.2% | +1.3% | +3.7% |
| 1Y | +9.1% | +10.8% | -1.7% | +4.9% |
| 3Y | +36.0% | +30.1% | +5.9% | +22.4% |
| 5Y | -29.8% | -18.9% | -10.9% | -26.2% |
| 10Y | +36.6% | +53.4% | -16.8% | +12.9% |
| All | +1,663.1% | +2,930.5% | -1,267.3% | +557.8% |
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