+5,666.8%
DPZ vs UDR
+409.7%
+5,257.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 6M | +4.3% | +1.8% | +2.5% | +3.6% |
| YTD | -16.6% | +5.0% | -21.6% | -18.3% |
| 1Y | -12.8% | +12.1% | -24.9% | -16.8% |
| 3Y | -0.8% | +26.2% | -27.0% | -10.8% |
| 5Y | -25.8% | -17.6% | -8.2% | -22.4% |
| 10Y | +130.9% | +54.2% | +76.7% | +69.5% |
| All | +5,666.8% | +409.7% | +5,257.1% | +2,228.4% |
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