+353.6%
DRI vs UDR
+44.7%
+309.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -0.5% |
| 7D | -4.8% | -3.3% | -1.6% | -3.0% |
| 30D | -3.9% | -5.6% | +1.7% | -0.7% |
| 3M | +5.1% | -9.4% | +14.5% | +10.9% |
| 6M | +5.5% | -3.0% | +8.5% | +6.6% |
| YTD | +16.5% | -0.4% | +16.9% | +15.4% |
| 1Y | +2.0% | -5.1% | +7.1% | +3.8% |
| 3Y | +54.5% | +4.2% | +50.3% | +44.8% |
| 5Y | +66.6% | -19.5% | +86.1% | +79.7% |
| 10Y | +353.6% | +47.9% | +305.7% | +282.0% |
| All | +353.6% | +44.7% | +309.0% | +282.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling