+5,622.1%
DPZ vs UDR
+396.9%
+5,225.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -2.0% | -0.6% | -1.8% |
| 30D | -7.0% | -5.2% | -1.8% | -5.0% |
| 3M | +11.6% | -5.8% | +17.4% | +14.3% |
| 6M | -15.2% | -1.7% | -13.5% | -14.7% |
| YTD | -17.2% | +2.4% | -19.6% | -18.2% |
| 1Y | -24.8% | -2.1% | -22.7% | -24.5% |
| 3Y | -8.7% | +4.2% | -12.9% | -11.7% |
| 5Y | -28.9% | -20.0% | -8.9% | -25.0% |
| 10Y | +153.6% | +44.6% | +109.0% | +91.0% |
| All | +5,622.1% | +396.9% | +5,225.2% | +2,232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling