+60.1%
DOCN vs UDR
-19.6%
+79.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -2.0% | +3.1% | +2.6% |
| 30D | -9.6% | -5.2% | -4.4% | -6.4% |
| 3M | -37.7% | -5.8% | -31.9% | -36.2% |
| 6M | +115.2% | -1.7% | +116.9% | +110.8% |
| YTD | +133.7% | +2.4% | +131.4% | +117.9% |
| 1Y | +250.2% | -2.1% | +252.3% | +237.8% |
| 3Y | +320.3% | +4.2% | +316.1% | +272.6% |
| All | +60.1% | -19.6% | +79.7% | +90.2% |
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