-35.6%
DOCN vs UDR
-18.0%
-17.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | -19.2% | +3.0% | -22.1% | -21.0% |
| 30D | -43.1% | +10.3% | -53.3% | -47.2% |
| 3M | -40.7% | -2.9% | -37.8% | -40.1% |
| 6M | -55.0% | +0.3% | -55.3% | -56.6% |
| YTD | +50.6% | +3.8% | +46.8% | +37.7% |
| 1Y | +54.0% | +12.7% | +41.2% | +29.8% |
| 3Y | +203.9% | +27.6% | +176.3% | +115.0% |
| All | -35.6% | -18.0% | -17.6% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling