-2.5%
DPZ vs UDR
+26.8%
-29.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +9.5% | +4.5% | +5.0% | +7.7% |
| 30D | +12.8% | +9.6% | +3.2% | +8.9% |
| 3M | -6.2% | -2.7% | -3.5% | -5.3% |
| 6M | +4.3% | +1.8% | +2.5% | +3.9% |
| YTD | -16.6% | +5.0% | -21.6% | -18.0% |
| 1Y | -12.8% | +12.1% | -24.9% | -16.2% |
| All | -2.5% | +26.8% | -29.4% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling