+329.1%
DOV vs UDR
+54.6%
+274.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.2% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | +8.6% | +7.8% | +0.8% | +4.3% |
| 3M | +1.9% | -2.8% | +4.6% | +3.1% |
| 6M | -1.7% | -1.4% | -0.2% | -1.6% |
| YTD | +8.3% | +3.4% | +4.9% | +5.3% |
| 1Y | +16.6% | +9.9% | +6.7% | +9.7% |
| 3Y | +65.1% | +28.5% | +36.6% | +41.2% |
| 5Y | +29.2% | -20.5% | +49.7% | +40.3% |
| All | +329.1% | +54.6% | +274.5% | +271.8% |
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