-31.1%
DOCN vs UDR
-17.3%
-13.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.6% | -15.3% | -15.5% |
| 7D | -29.3% | +4.5% | -33.8% | -31.5% |
| 30D | -46.0% | +9.6% | -55.6% | -49.7% |
| 3M | -43.2% | -2.7% | -40.5% | -42.7% |
| 6M | -53.7% | +1.8% | -55.5% | -55.9% |
| YTD | +46.9% | +5.0% | +41.9% | +33.3% |
| 1Y | +54.3% | +12.1% | +42.3% | +31.1% |
| 3Y | +185.5% | +26.2% | +159.4% | +105.5% |
| 5Y | -31.1% | -17.6% | -13.5% | -19.7% |
| All | -31.1% | -17.3% | -13.8% | -19.7% |
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