-71.7%
DOCU vs UDR
-18.0%
-53.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.9% |
| 7D | -5.5% | +3.0% | -8.5% | -7.5% |
| 30D | +12.6% | +10.3% | +2.4% | +5.3% |
| 3M | +36.4% | -2.9% | +39.3% | +38.9% |
| 6M | +66.8% | +0.3% | +66.5% | +65.1% |
| YTD | +13.5% | +3.8% | +9.7% | +8.4% |
| 1Y | +11.3% | +12.7% | -1.4% | -0.3% |
| 3Y | +92.1% | +27.6% | +64.5% | +46.4% |
| All | -71.7% | -18.0% | -53.7% | -69.3% |
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 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