+4.3%
DPZ vs UDR
+2.6%
+1.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.7% |
| 7D | +9.5% | +4.5% | +5.0% | +6.0% |
| 30D | +12.8% | +9.6% | +3.2% | +5.2% |
| 3M | -6.2% | -2.7% | -3.5% | -4.4% |
| 6M | +4.3% | +1.8% | +2.5% | +8.7% |
| All | +4.3% | +2.6% | +1.6% | +8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling