-35.9%
DKS vs UDR
-1.4%
-34.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +3.0% | -2.0% | +5.0% | +3.7% |
| 30D | -30.5% | -5.2% | -25.3% | -29.2% |
| 3M | -35.7% | -5.8% | -29.9% | -34.2% |
| 6M | -29.7% | -1.7% | -28.0% | -28.9% |
| YTD | -28.9% | +2.4% | -31.2% | -28.8% |
| 1Y | -35.9% | -2.1% | -33.8% | -35.5% |
| All | -35.9% | -1.4% | -34.5% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling