+7,540.2%
DRI vs UDR
+1,225.6%
+6,314.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +1.1% | -0.4% | +1.4% | +1.2% |
| 30D | +9.7% | +7.8% | +1.9% | +6.3% |
| 3M | +3.2% | -2.8% | +6.0% | +4.4% |
| 6M | +20.6% | -1.4% | +22.0% | +20.9% |
| YTD | +28.3% | +3.4% | +24.9% | +25.6% |
| 1Y | +34.5% | +9.9% | +24.7% | +28.4% |
| 3Y | +66.5% | +28.5% | +38.0% | +46.8% |
| 5Y | +79.6% | -20.5% | +100.1% | +90.8% |
| 10Y | +333.8% | +54.2% | +279.5% | +255.3% |
| All | +7,540.2% | +1,225.6% | +6,314.5% | +3,252.2% |
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