-27.5%
DPZ vs UDR
-18.0%
-9.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | +6.6% | +3.0% | +3.6% | +5.4% |
| 30D | +10.3% | +10.3% | 0.0% | +6.2% |
| 3M | -6.2% | -2.9% | -3.2% | -5.1% |
| 6M | +4.2% | +0.3% | +3.9% | +4.3% |
| YTD | -18.4% | +3.8% | -22.2% | -19.6% |
| 1Y | -14.9% | +12.7% | -27.7% | -18.7% |
| 3Y | -4.6% | +27.6% | -32.2% | -14.3% |
| All | -27.5% | -18.0% | -9.5% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling