-4.4%
DOC vs UDR
+44.2%
-48.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.5% | -2.0% | +0.5% | +0.2% |
| 30D | -4.8% | -5.2% | +0.4% | -0.4% |
| 3M | +6.9% | -5.8% | +12.7% | +12.1% |
| 6M | +20.7% | -1.7% | +22.4% | +21.8% |
| YTD | +34.1% | +2.4% | +31.8% | +30.4% |
| 1Y | +22.6% | -2.1% | +24.8% | +23.6% |
| 3Y | +20.8% | +4.2% | +16.6% | +13.6% |
| 5Y | -24.9% | -20.0% | -4.9% | -12.6% |
| All | -4.4% | +44.2% | -48.6% | -31.0% |
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