+180.2%
DVA vs UDR
+47.3%
+132.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -0.2% | -3.4% | +3.2% | +1.0% |
| 30D | +1.7% | -5.4% | +7.1% | +3.7% |
| 3M | -8.7% | -10.0% | +1.3% | -5.3% |
| 6M | +19.7% | -2.5% | +22.2% | +20.3% |
| YTD | +59.6% | -1.1% | +60.7% | +59.2% |
| 1Y | +37.1% | -3.9% | +41.0% | +38.1% |
| 3Y | +89.8% | +3.4% | +86.3% | +84.0% |
| 5Y | +47.4% | -18.9% | +66.2% | +54.4% |
| All | +180.2% | +47.3% | +132.9% | +134.7% |
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