+2,545.7%
DUK vs UDR
+2,798.0%
-252.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | -0.1% | -3.3% | +3.1% | +0.7% |
| 30D | +0.2% | -5.6% | +5.9% | +1.6% |
| 3M | -1.9% | -9.4% | +7.5% | +0.4% |
| 6M | -6.5% | -3.0% | -3.6% | -6.0% |
| YTD | +5.4% | -0.4% | +5.8% | +5.3% |
| 1Y | +3.6% | -5.1% | +8.7% | +4.5% |
| 3Y | +48.1% | +4.2% | +43.9% | +45.4% |
| 5Y | +39.6% | -19.5% | +59.1% | +44.3% |
| 10Y | +131.8% | +47.9% | +83.9% | +110.7% |
| All | +2,545.7% | +2,798.0% | -252.3% | +1,531.8% |
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 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