+30.9%
DKS vs UDR
+3.3%
+27.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.0% | -3.5% | +0.5% | -1.4% |
| 30D | -33.4% | -5.3% | -28.1% | -31.7% |
| 3M | -39.4% | -9.5% | -29.8% | -36.5% |
| 6M | -30.1% | -0.7% | -29.4% | -30.0% |
| YTD | -31.0% | -1.2% | -29.8% | -30.8% |
| 1Y | -40.2% | -5.7% | -34.4% | -38.7% |
| 3Y | +30.9% | +3.7% | +27.2% | +29.1% |
| All | +30.9% | +3.3% | +27.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling