+54.4%
EXPD vs UDR
-2.7%
+57.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -0.9% | -2.1% | +1.1% | -0.2% |
| 30D | +4.1% | -5.6% | +9.7% | +6.3% |
| 3M | +13.8% | -5.8% | +19.6% | +16.2% |
| 6M | +27.3% | -1.1% | +28.4% | +28.1% |
| YTD | +25.4% | +1.6% | +23.8% | +26.9% |
| 1Y | +54.4% | -2.7% | +57.0% | +49.4% |
| All | +54.4% | -2.7% | +57.1% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling