+2,953.5%
DOC vs UDR
+2,856.1%
+97.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.2% |
| 7D | -1.5% | -2.1% | +0.6% | -0.1% |
| 30D | -3.7% | -5.6% | +1.9% | +0.2% |
| 3M | +5.2% | -5.8% | +11.0% | +9.5% |
| 6M | +22.5% | -1.1% | +23.6% | +23.0% |
| YTD | +33.2% | +1.6% | +31.6% | +31.1% |
| 1Y | +19.8% | -2.7% | +22.5% | +21.3% |
| 3Y | +23.8% | +6.3% | +17.5% | +17.4% |
| 5Y | -25.4% | -19.3% | -6.0% | -15.2% |
| 10Y | -3.8% | +46.0% | -49.8% | -24.5% |
| All | +2,953.5% | +2,856.1% | +97.4% | +783.1% |
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