+29.4%
EXPE vs UDR
-5.5%
+35.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -8.7% | -3.4% | -5.3% | -6.7% |
| 30D | -13.6% | -5.4% | -8.2% | -10.5% |
| 3M | +26.6% | -10.0% | +36.6% | +34.8% |
| 6M | +19.9% | -2.5% | +22.5% | +22.0% |
| YTD | -1.7% | -1.1% | -0.6% | -1.5% |
| 1Y | +29.4% | -3.9% | +33.3% | +24.5% |
| All | +29.4% | -5.5% | +35.0% | +24.5% |
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