-76.5%
DOCU vs UDR
-19.6%
-56.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -2.0% | +8.9% | +8.3% |
| 30D | +19.0% | -5.2% | +24.2% | +23.3% |
| 3M | +34.3% | -5.8% | +40.1% | +39.6% |
| 6M | +48.0% | -1.7% | +49.7% | +48.4% |
| YTD | 0.0% | +2.4% | -2.4% | -3.3% |
| 1Y | -10.3% | -2.1% | -8.2% | -10.6% |
| 3Y | +32.4% | +4.2% | +28.2% | +22.1% |
| All | -76.5% | -19.6% | -56.9% | -73.8% |
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 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