+95.7%
DOCU vs UDR
+40.5%
+55.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.8% | +2.2% | -7.0% | -5.5% |
| 30D | +9.4% | +8.0% | +1.3% | +6.4% |
| 3M | +29.0% | -3.3% | +32.3% | +30.4% |
| 6M | +62.3% | +1.0% | +61.3% | +61.3% |
| YTD | +13.7% | +4.2% | +9.5% | +11.3% |
| 1Y | +11.5% | +10.8% | +0.7% | +6.7% |
| 3Y | +94.2% | +30.1% | +64.0% | +75.5% |
| 5Y | -71.7% | -18.9% | -52.8% | -71.1% |
| All | +95.7% | +40.5% | +55.2% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling