+42.1%
DLR vs UDR
-20.7%
+62.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +1.0% |
| 7D | +2.9% | -3.3% | +6.1% | +4.9% |
| 30D | -1.2% | -5.6% | +4.5% | +2.2% |
| 3M | +2.9% | -9.4% | +12.3% | +8.6% |
| 6M | +6.7% | -3.0% | +9.6% | +7.4% |
| YTD | +23.9% | -0.4% | +24.3% | +21.9% |
| 1Y | +18.6% | -5.1% | +23.8% | +20.2% |
| 3Y | +59.7% | +4.2% | +55.5% | +47.0% |
| 5Y | +42.1% | -19.5% | +61.6% | +54.6% |
| All | +42.1% | -20.7% | +62.7% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling