+8.9%
DOCS vs UDR
+4.2%
+4.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | -2.0% | +0.6% | -0.3% |
| 30D | +21.8% | -5.2% | +27.0% | +25.6% |
| 3M | +27.3% | -5.8% | +33.1% | +31.7% |
| 6M | -0.3% | -1.7% | +1.4% | +0.6% |
| YTD | -40.5% | +2.4% | -42.9% | -41.6% |
| 1Y | -61.5% | -2.1% | -59.4% | -61.2% |
| All | +8.9% | +4.2% | +4.7% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling