+164.6%
DOCN vs UDR
+3.3%
+161.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -2.0% | +3.1% | +2.5% |
| 30D | -9.6% | -5.2% | -4.4% | -6.6% |
| 3M | -37.7% | -5.8% | -31.9% | -36.3% |
| 6M | +115.2% | -1.7% | +116.9% | +111.2% |
| YTD | +133.7% | +2.4% | +131.4% | +119.1% |
| 1Y | +250.2% | -2.1% | +252.3% | +239.0% |
| 3Y | +320.3% | +4.2% | +316.1% | +278.0% |
| 5Y | +53.1% | -20.0% | +73.1% | +75.8% |
| All | +164.6% | +3.3% | +161.3% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling