+95.3%
DOCU vs UDR
+40.0%
+55.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -5.5% | +3.0% | -8.5% | -6.5% |
| 30D | +12.6% | +10.3% | +2.4% | +8.8% |
| 3M | +36.4% | -2.9% | +39.3% | +37.7% |
| 6M | +66.8% | +0.3% | +66.5% | +66.2% |
| YTD | +13.5% | +3.8% | +9.7% | +11.2% |
| 1Y | +11.3% | +12.7% | -1.4% | +5.8% |
| 3Y | +92.1% | +27.6% | +64.5% | +74.7% |
| 5Y | -71.0% | -18.6% | -52.4% | -70.3% |
| All | +95.3% | +40.0% | +55.3% | +93.8% |
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