+115.6%
DT vs UDR
-0.6%
+116.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.9% |
| 7D | -2.5% | -3.4% | +0.8% | -1.1% |
| 30D | +3.5% | -5.4% | +9.0% | +5.9% |
| 3M | +26.7% | -10.0% | +36.7% | +32.1% |
| 6M | +36.1% | -2.5% | +38.7% | +36.6% |
| YTD | +18.6% | -1.1% | +19.8% | +18.1% |
| 1Y | +7.9% | -3.9% | +11.8% | +8.5% |
| 3Y | +8.6% | +3.4% | +5.1% | +4.3% |
| 5Y | -26.7% | -18.9% | -7.8% | -22.5% |
| All | +115.6% | -0.6% | +116.2% | +118.2% |
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 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