+72.2%
F vs UDR
+53.1%
+19.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.2% | +2.0% | -2.3% | -1.4% |
| 30D | +0.9% | +7.9% | -7.0% | -3.6% |
| 3M | -11.3% | -1.5% | -9.9% | -10.7% |
| 6M | +2.0% | +0.9% | +1.1% | +0.7% |
| YTD | -3.2% | +4.0% | -7.2% | -6.5% |
| 1Y | -3.5% | +10.4% | -13.8% | -10.2% |
| 3Y | +48.1% | +26.9% | +21.2% | +25.4% |
| 5Y | -13.5% | -19.4% | +5.9% | -5.2% |
| 10Y | +72.2% | +57.0% | +15.1% | +48.6% |
| All | +72.2% | +53.1% | +19.0% | +48.6% |
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