+103.3%
DOCU vs UDR
+39.5%
+63.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +4.1% | -0.4% | +4.4% | +4.2% |
| 30D | +7.4% | +7.8% | -0.4% | +4.5% |
| 3M | +26.0% | -2.8% | +28.8% | +27.1% |
| 6M | +79.2% | -1.4% | +80.6% | +79.7% |
| YTD | +18.1% | +3.4% | +14.7% | +15.9% |
| 1Y | +20.5% | +9.9% | +10.7% | +15.6% |
| 3Y | +96.4% | +28.5% | +67.9% | +78.3% |
| 5Y | -69.5% | -20.5% | -49.0% | -68.6% |
| All | +103.3% | +39.5% | +63.8% | +101.9% |
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