+73.3%
DRI vs UDR
-19.6%
+92.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.3% |
| 30D | +3.8% | -5.2% | +9.0% | +5.9% |
| 3M | +13.0% | -5.8% | +18.8% | +15.4% |
| 6M | +8.3% | -1.7% | +10.0% | +8.6% |
| YTD | +20.6% | +2.4% | +18.2% | +18.8% |
| 1Y | +6.5% | -2.1% | +8.6% | +6.6% |
| 3Y | +53.7% | +4.2% | +49.5% | +49.6% |
| All | +73.3% | -19.6% | +92.9% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling