+2,450.7%
EXC vs UDR
+2,918.1%
-467.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | +8.3% | +7.9% | +0.4% | +5.9% |
| 3M | +2.6% | -0.8% | +3.4% | +2.8% |
| 6M | +5.2% | 0.0% | +5.2% | +5.1% |
| YTD | +7.5% | +3.7% | +3.8% | +6.0% |
| 1Y | +3.2% | +8.5% | -5.4% | +0.3% |
| 3Y | +29.5% | +26.6% | +3.0% | +19.5% |
| 5Y | +39.7% | -20.2% | +59.8% | +46.1% |
| 10Y | +200.1% | +54.7% | +145.3% | +162.9% |
| All | +2,450.7% | +2,918.1% | -467.4% | +1,268.3% |
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