+27.6%
DOC vs UDR
+4.5%
+23.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +0.7% |
| 7D | +8.7% | +7.2% | +1.5% | +3.7% |
| 30D | +7.6% | +10.5% | -2.8% | +1.0% |
| 3M | -5.3% | -2.3% | -3.0% | -3.4% |
| 6M | +27.6% | +4.0% | +23.6% | +23.8% |
| All | +27.6% | +4.5% | +23.1% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling