+4,318.7%
DVA vs UDR
+1,276.1%
+3,042.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +2.2% | -2.1% | +4.3% | +2.8% |
| 30D | -2.0% | -5.6% | +3.6% | -0.6% |
| 3M | -6.3% | -5.8% | -0.5% | -4.9% |
| 6M | +19.4% | -1.1% | +20.5% | +19.5% |
| YTD | +58.5% | +1.6% | +56.9% | +57.2% |
| 1Y | +33.9% | -2.7% | +36.5% | +34.3% |
| 3Y | +88.4% | +6.3% | +82.1% | +83.3% |
| 5Y | +39.5% | -19.3% | +58.8% | +44.3% |
| 10Y | +179.5% | +46.0% | +133.5% | +144.6% |
| All | +4,318.7% | +1,276.1% | +3,042.5% | +2,250.4% |
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