-10.8%
DOW vs UDR
+8.1%
-18.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -2.4% | -2.0% | -0.4% | -1.3% |
| 30D | +0.4% | -5.2% | +5.6% | +3.2% |
| 3M | -14.4% | -5.8% | -8.6% | -11.9% |
| 6M | -7.0% | -1.7% | -5.3% | -7.3% |
| YTD | +30.2% | +2.4% | +27.8% | +26.8% |
| 1Y | +29.2% | -2.1% | +31.3% | +29.1% |
| 3Y | -36.7% | +4.2% | -40.9% | -39.3% |
| 5Y | -37.7% | -20.0% | -17.7% | -32.2% |
| All | -10.8% | +8.1% | -18.9% | -13.4% |
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