+16.8%
DOC vs UDR
+55.4%
-38.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +0.1% |
| 7D | +8.7% | +7.2% | +1.5% | +2.5% |
| 30D | +7.6% | +10.5% | -2.8% | -1.0% |
| 3M | -5.3% | -2.3% | -3.0% | -3.5% |
| 6M | +27.6% | +4.0% | +23.6% | +22.9% |
| YTD | +32.4% | +5.6% | +26.8% | +25.2% |
| 1Y | +22.9% | +13.0% | +9.8% | +9.5% |
| 3Y | +43.1% | +26.9% | +16.2% | +13.3% |
| 5Y | -21.4% | -16.2% | -5.2% | -12.1% |
| 10Y | +16.8% | +55.1% | -38.2% | -21.8% |
| All | +16.8% | +55.4% | -38.6% | -21.8% |
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