+117.6%
DT vs UDR
+2.9%
+114.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.3% | -2.0% | -1.3% | -2.5% |
| 30D | +2.0% | -5.2% | +7.2% | +4.3% |
| 3M | +20.0% | -5.8% | +25.8% | +22.7% |
| 6M | +39.3% | -1.7% | +41.0% | +39.3% |
| YTD | +19.8% | +2.4% | +17.4% | +17.5% |
| 1Y | +4.3% | -2.1% | +6.4% | +4.2% |
| 3Y | +7.7% | +4.2% | +3.5% | +3.2% |
| 5Y | -26.8% | -20.0% | -6.8% | -22.4% |
| All | +117.6% | +2.9% | +114.8% | +117.1% |
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