+3,595.6%
DLR vs UDR
+357.9%
+3,237.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | -2.0% | +3.6% | +2.9% |
| 30D | -3.4% | -5.2% | +1.8% | -0.2% |
| 3M | +0.5% | -5.8% | +6.3% | +3.7% |
| 6M | +4.6% | -1.7% | +6.2% | +4.7% |
| YTD | +23.4% | +2.4% | +21.0% | +19.8% |
| 1Y | +19.0% | -2.1% | +21.1% | +18.4% |
| 3Y | +56.5% | +4.2% | +52.3% | +46.6% |
| 5Y | +33.3% | -20.0% | +53.3% | +47.9% |
| 10Y | +165.1% | +44.6% | +120.5% | +84.5% |
| All | +3,595.6% | +357.9% | +3,237.7% | +959.5% |
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 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