-73.2%
DOCS vs UDR
-19.6%
-53.6%
-82.3%
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 | -1.4% | -2.0% | +0.6% | -0.1% |
| 30D | +21.8% | -5.2% | +27.0% | +26.5% |
| 3M | +27.3% | -5.8% | +33.1% | +32.6% |
| 6M | -0.3% | -1.7% | +1.4% | +0.4% |
| YTD | -40.5% | +2.4% | -42.9% | -42.1% |
| 1Y | -61.5% | -2.1% | -59.4% | -61.5% |
| 3Y | +8.2% | +4.2% | +4.0% | +0.4% |
| All | -73.2% | -19.6% | -53.6% | -69.2% |
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