-28.4%
DT vs UDR
-20.7%
-7.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.5% |
| 7D | -0.5% | -3.3% | +2.7% | +0.9% |
| 30D | +0.1% | -5.6% | +5.7% | +2.6% |
| 3M | +24.1% | -9.4% | +33.5% | +29.4% |
| 6M | +30.1% | -3.0% | +33.1% | +30.8% |
| YTD | +16.8% | -0.4% | +17.1% | +15.6% |
| 1Y | -0.1% | -5.1% | +5.0% | +1.3% |
| 3Y | +6.8% | +4.2% | +2.6% | +1.2% |
| 5Y | -28.4% | -19.5% | -8.8% | -23.8% |
| All | -28.4% | -20.7% | -7.7% | -23.8% |
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