+72.2%
DOCU vs UDR
+38.1%
+34.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -2.0% | +8.9% | +7.6% |
| 30D | +19.0% | -5.2% | +24.2% | +21.3% |
| 3M | +34.3% | -5.8% | +40.1% | +37.2% |
| 6M | +48.0% | -1.7% | +49.7% | +48.4% |
| YTD | 0.0% | +2.4% | -2.4% | -1.4% |
| 1Y | -10.3% | -2.1% | -8.2% | -10.2% |
| 3Y | +32.4% | +4.2% | +28.2% | +28.9% |
| 5Y | -77.9% | -20.0% | -57.9% | -77.3% |
| All | +72.2% | +38.1% | +34.1% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling