+2,934.4%
DOC vs UDR
+2,972.6%
-38.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -5.3% | -2.3% | -3.0% | -3.8% |
| 6M | +27.6% | +4.0% | +23.6% | +23.9% |
| YTD | +32.4% | +5.6% | +26.8% | +26.8% |
| 1Y | +22.9% | +13.0% | +9.8% | +12.3% |
| 3Y | +43.1% | +26.9% | +16.2% | +20.2% |
| 5Y | -21.4% | -16.2% | -5.2% | -13.0% |
| 10Y | +16.8% | +55.1% | -38.2% | -12.1% |
| All | +2,934.4% | +2,972.6% | -38.2% | +753.9% |
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