-26.2%
DOCN vs UDR
-19.0%
-7.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -12.1% | +2.0% | -14.2% | -13.5% |
| 30D | -41.0% | +7.9% | -48.9% | -44.5% |
| 3M | -38.7% | -1.5% | -37.2% | -38.7% |
| 6M | -51.5% | +0.9% | -52.4% | -53.5% |
| YTD | +65.3% | +4.0% | +61.2% | +50.9% |
| 1Y | +53.9% | +10.4% | +43.5% | +32.4% |
| 3Y | +215.6% | +26.9% | +188.6% | +125.2% |
| 5Y | -26.2% | -19.4% | -6.8% | -13.6% |
| All | -26.2% | -19.0% | -7.1% | -13.6% |
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 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