-69.6%
DOCU vs UDR
-19.0%
-50.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.4% | +2.0% | -5.4% | -4.7% |
| 30D | +9.3% | +7.9% | +1.4% | +3.6% |
| 3M | +30.2% | -1.5% | +31.7% | +31.2% |
| 6M | +62.1% | +0.9% | +61.2% | +59.9% |
| YTD | +13.5% | +4.0% | +9.5% | +8.3% |
| 1Y | +11.5% | +10.4% | +1.1% | +1.5% |
| 3Y | +89.5% | +26.9% | +62.6% | +45.2% |
| 5Y | -69.6% | -19.4% | -50.3% | -66.7% |
| All | -69.6% | -19.0% | -50.6% | -66.7% |
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