+5,650.9%
DPZ vs UDR
+412.6%
+5,238.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.9% | +4.0% |
| 7D | +10.1% | +7.2% | +2.9% | +7.2% |
| 30D | +14.6% | +10.5% | +4.2% | +10.3% |
| 3M | -6.8% | -2.3% | -4.5% | -5.9% |
| 6M | +4.4% | +4.0% | +0.4% | +2.9% |
| YTD | -16.8% | +5.6% | -22.4% | -18.7% |
| 1Y | -14.5% | +13.0% | -27.5% | -18.6% |
| 3Y | -1.1% | +26.9% | -28.0% | -11.3% |
| 5Y | -28.0% | -16.2% | -11.8% | -25.2% |
| 10Y | +130.2% | +55.1% | +75.2% | +68.7% |
| All | +5,650.9% | +412.6% | +5,238.3% | +2,216.9% |
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