+55.8%
DOCS vs UDR
+26.8%
+28.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -1.3% | +4.5% | -5.8% | -3.6% |
| 30D | +19.4% | +9.6% | +9.8% | +13.4% |
| 3M | +53.4% | -2.7% | +56.1% | +55.8% |
| 6M | +28.8% | +1.8% | +27.0% | +27.5% |
| YTD | -25.1% | +5.0% | -30.1% | -27.6% |
| 1Y | -48.1% | +12.1% | -60.2% | -52.0% |
| All | +55.8% | +26.8% | +28.9% | +11.3% |
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