-14.9%
DPZ vs UDR
+11.2%
-26.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.5% |
| 7D | +6.6% | +3.0% | +3.6% | +4.9% |
| 30D | +10.3% | +10.3% | 0.0% | +4.6% |
| 3M | -6.2% | -2.9% | -3.2% | -4.9% |
| 6M | +4.2% | +0.3% | +3.9% | +5.2% |
| YTD | -18.4% | +3.8% | -22.2% | -19.6% |
| 1Y | -14.9% | +12.7% | -27.7% | -20.6% |
| All | -14.9% | +11.2% | -26.1% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling