+30,859.1%
EXPD vs UDR
+2,878.3%
+27,980.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | -2.0% | +0.9% | -0.5% |
| 30D | +4.1% | -5.2% | +9.3% | +5.9% |
| 3M | +17.9% | -5.8% | +23.7% | +20.2% |
| 6M | +29.2% | -1.7% | +30.9% | +29.6% |
| YTD | +27.4% | +2.4% | +25.0% | +26.0% |
| 1Y | +56.8% | -2.1% | +58.9% | +57.3% |
| 3Y | +68.0% | +4.2% | +63.8% | +63.4% |
| 5Y | +61.9% | -20.0% | +81.9% | +70.4% |
| 10Y | +316.0% | +44.6% | +271.4% | +241.6% |
| All | +30,859.1% | +2,878.3% | +27,980.8% | +9,477.8% |
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