+36.1%
EXPD vs UDR
+11.3%
+24.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.4% | +2.0% | -9.4% | -7.9% |
| 30D | -2.1% | +7.9% | -10.0% | -4.4% |
| 3M | +5.7% | -1.5% | +7.2% | +6.2% |
| 6M | +21.4% | +0.9% | +20.5% | +20.8% |
| YTD | +27.6% | +4.0% | +23.6% | +30.6% |
| 1Y | +36.1% | +10.4% | +25.7% | +36.3% |
| All | +36.1% | +11.3% | +24.8% | +36.3% |
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 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