-10.2%
DOW vs UDR
+4.4%
-14.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | -2.4% | -3.4% | +1.0% | -0.5% |
| 30D | -4.1% | -5.4% | +1.3% | -1.1% |
| 3M | -12.4% | -10.0% | -2.5% | -7.5% |
| 6M | -10.6% | -2.5% | -8.1% | -10.6% |
| YTD | +31.1% | -1.1% | +32.2% | +30.2% |
| 1Y | +30.5% | -3.9% | +34.4% | +31.7% |
| 3Y | -34.4% | +3.4% | -37.8% | -36.9% |
| 5Y | -35.5% | -18.9% | -16.6% | -30.6% |
| All | -10.2% | +4.4% | -14.7% | -11.2% |
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 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