-27.8%
DPZ vs UDR
-18.6%
-9.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +3.7% | +2.2% | +1.4% | +2.8% |
| 30D | +8.0% | +8.0% | 0.0% | +4.8% |
| 3M | -4.2% | -3.3% | -0.9% | -2.9% |
| 6M | +4.6% | +1.0% | +3.6% | +4.4% |
| YTD | -18.4% | +4.2% | -22.6% | -19.7% |
| 1Y | -16.8% | +10.8% | -27.6% | -20.0% |
| 3Y | -5.0% | +30.1% | -35.2% | -15.3% |
| 5Y | -27.8% | -18.9% | -8.9% | -22.7% |
| All | -27.8% | -18.6% | -9.2% | -22.7% |
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