+18.9%
DLTR vs UDR
-3.8%
+22.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -10.1% | -3.5% | -6.6% | -8.6% |
| 30D | -8.1% | -5.3% | -2.8% | -5.7% |
| 3M | +2.9% | -9.5% | +12.4% | +7.4% |
| 6M | +4.3% | -0.7% | +5.0% | +4.3% |
| YTD | -3.9% | -1.2% | -2.8% | -5.3% |
| 1Y | +18.9% | -5.7% | +24.6% | +20.2% |
| All | +18.9% | -3.8% | +22.7% | +20.2% |
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