+732.4%
EXPE vs UDR
+282.4%
+450.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.5% |
| 7D | -17.8% | -1.8% | -16.0% | -16.9% |
| 30D | -3.2% | +7.9% | -11.2% | -6.7% |
| 3M | -19.0% | -0.8% | -18.2% | -18.4% |
| 6M | +17.7% | 0.0% | +17.8% | +17.9% |
| YTD | -7.8% | +3.7% | -11.5% | -9.6% |
| 1Y | -1.4% | +8.5% | -9.9% | -5.5% |
| 3Y | +121.9% | +26.6% | +95.4% | +95.1% |
| 5Y | +44.3% | -20.2% | +64.5% | +59.1% |
| 10Y | +125.4% | +54.7% | +70.7% | +80.9% |
| All | +732.4% | +282.4% | +450.0% | +290.4% |
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 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