+45.7%
DVA vs UDR
-20.2%
+65.9%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -3.5% | +2.1% | -0.3% |
| 30D | 0.0% | -5.3% | +5.3% | +1.7% |
| 3M | -10.9% | -9.5% | -1.4% | -8.2% |
| 6M | +17.3% | -0.7% | +17.9% | +17.2% |
| YTD | +59.8% | -1.2% | +61.0% | +59.5% |
| 1Y | +36.3% | -5.7% | +42.0% | +38.0% |
| 3Y | +88.6% | +3.7% | +84.9% | +84.6% |
| All | +45.7% | -20.2% | +65.9% | +56.8% |
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