+105.1%
DOCN vs UDR
+4.7%
+100.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.3% | +9.9% | +9.8% |
| 7D | +3.7% | -1.8% | +5.5% | +4.9% |
| 30D | -33.7% | +7.9% | -41.6% | -37.3% |
| 3M | -27.9% | -0.8% | -27.1% | -28.3% |
| 6M | -46.4% | 0.0% | -46.4% | -48.1% |
| YTD | +81.1% | +3.7% | +77.4% | +67.0% |
| 1Y | +74.3% | +8.5% | +65.8% | +54.1% |
| 3Y | +245.8% | +26.6% | +219.3% | +158.6% |
| 5Y | -23.7% | -20.2% | -3.6% | -13.3% |
| All | +105.1% | +4.7% | +100.4% | +161.4% |
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