+116.4%
DOCN vs UDR
+14.9%
+101.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.6% | -10.8% | -4.4% |
| 7D | -20.0% | +7.2% | -27.3% | -15.5% |
| 30D | -38.8% | +10.5% | -49.2% | -33.9% |
| 3M | -34.8% | -2.3% | -32.5% | -35.2% |
| 6M | -22.8% | +4.0% | -26.8% | -21.2% |
| YTD | +74.6% | +5.6% | +69.0% | +78.3% |
| 1Y | +116.4% | +13.0% | +103.4% | +116.6% |
| All | +116.4% | +14.9% | +101.5% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling