+156.4%
EXPE vs UDR
+47.3%
+109.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.1% |
| 7D | -8.7% | -3.4% | -5.3% | -6.5% |
| 30D | -13.6% | -5.4% | -8.2% | -10.2% |
| 3M | +26.6% | -10.0% | +36.6% | +35.8% |
| 6M | +19.9% | -2.5% | +22.5% | +21.4% |
| YTD | -1.7% | -1.1% | -0.6% | -1.6% |
| 1Y | +29.4% | -3.9% | +33.3% | +32.0% |
| 3Y | +155.7% | +3.4% | +152.2% | +144.1% |
| 5Y | +93.1% | -18.9% | +112.0% | +114.0% |
| All | +156.4% | +47.3% | +109.1% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling