+13.7%
DOC vs UDR
+52.4%
-38.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.2% |
| 7D | +6.2% | +4.5% | +1.7% | +2.4% |
| 30D | +6.5% | +9.6% | -3.1% | -1.4% |
| 3M | -6.2% | -2.7% | -3.5% | -4.1% |
| 6M | +25.6% | +1.8% | +23.8% | +23.2% |
| YTD | +32.1% | +5.0% | +27.1% | +25.4% |
| 1Y | +20.3% | +12.1% | +8.2% | +8.0% |
| 3Y | +42.7% | +26.2% | +16.6% | +13.5% |
| 5Y | -22.2% | -17.6% | -4.5% | -11.6% |
| All | +13.7% | +52.4% | -38.7% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling