-16.2%
DPZ vs UDR
+11.4%
-27.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +3.7% | +2.2% | +1.4% | +2.4% |
| 30D | +8.0% | +8.0% | 0.0% | +3.6% |
| 3M | -4.2% | -3.3% | -0.9% | -2.8% |
| 6M | +4.6% | +1.0% | +3.6% | +5.3% |
| YTD | -18.4% | +4.2% | -22.6% | -19.7% |
| All | -16.2% | +11.4% | -27.7% | -20.3% |
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