+2,894.9%
DXCM vs UDR
+343.5%
+2,551.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -2.0% | -1.2% | -2.3% |
| 30D | +6.3% | -5.2% | +11.5% | +8.9% |
| 3M | +21.1% | -5.8% | +26.9% | +24.4% |
| 6M | +20.6% | -1.7% | +22.3% | +21.0% |
| YTD | +32.4% | +2.4% | +30.1% | +30.1% |
| 1Y | +8.8% | -2.1% | +11.0% | +8.9% |
| 3Y | -13.7% | +4.2% | -17.9% | -18.1% |
| 5Y | -35.2% | -20.0% | -15.2% | -30.5% |
| 10Y | +281.8% | +44.6% | +237.2% | +180.5% |
| All | +2,894.9% | +343.5% | +2,551.4% | +1,131.3% |
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