+67.3%
DVN vs UDR
+47.2%
+20.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | -3.5% | +8.0% | +6.5% |
| 30D | +12.0% | -5.3% | +17.3% | +15.1% |
| 3M | +13.4% | -9.5% | +22.9% | +19.1% |
| 6M | +12.1% | -0.7% | +12.8% | +11.1% |
| YTD | +38.8% | -1.2% | +40.0% | +37.6% |
| 1Y | +46.0% | -5.7% | +51.8% | +48.5% |
| 3Y | +9.5% | +3.7% | +5.8% | +3.7% |
| 5Y | +125.3% | -18.9% | +144.2% | +142.2% |
| All | +67.3% | +47.2% | +20.1% | +54.7% |
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