+16.4%
DOV vs UDR
-20.7%
+37.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | +1.3% | -3.3% | +4.6% | +3.0% |
| 30D | -8.6% | -5.6% | -3.0% | -6.1% |
| 3M | -13.1% | -9.4% | -3.7% | -9.2% |
| 6M | -8.8% | -3.0% | -5.9% | -8.2% |
| YTD | -1.2% | -0.4% | -0.8% | -2.0% |
| 1Y | +10.7% | -5.1% | +15.8% | +12.4% |
| 3Y | +39.3% | +4.2% | +35.1% | +33.5% |
| 5Y | +16.4% | -19.5% | +36.0% | +27.2% |
| All | +16.4% | -20.7% | +37.1% | +27.2% |
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