+40.4%
EXC vs UDR
-20.8%
+61.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +8.6% | +7.8% | +0.8% | +5.3% |
| 3M | +2.4% | -2.8% | +5.2% | +3.5% |
| 6M | +6.5% | -1.4% | +7.9% | +6.9% |
| YTD | +9.0% | +3.4% | +5.6% | +6.8% |
| 1Y | +4.6% | +9.9% | -5.3% | -0.3% |
| 3Y | +33.5% | +28.5% | +5.0% | +15.7% |
| All | +40.4% | -20.8% | +61.2% | +53.4% |
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 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