+10,029.9%
DLTR vs UDR
+1,328.4%
+8,701.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.0% |
| 7D | -10.2% | -3.3% | -7.0% | -9.5% |
| 30D | -8.5% | -5.6% | -2.8% | -7.1% |
| 3M | +5.6% | -9.4% | +15.0% | +8.3% |
| 6M | +2.2% | -3.0% | +5.1% | +2.9% |
| YTD | -3.8% | -0.4% | -3.4% | -3.8% |
| 1Y | +22.9% | -5.1% | +28.1% | +24.4% |
| 3Y | +2.0% | +4.2% | -2.2% | -0.1% |
| 5Y | +29.8% | -19.5% | +49.3% | +34.7% |
| 10Y | +45.0% | +47.9% | -2.9% | +26.8% |
| All | +10,029.9% | +1,328.4% | +8,701.5% | +4,384.7% |
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