-3.5%
F vs UDR
+9.8%
-13.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -2.1% | -1.8% | -0.4% | -1.6% |
| 30D | +3.3% | +7.9% | -4.6% | +1.1% |
| 3M | -11.3% | -0.8% | -10.5% | -11.4% |
| 6M | +5.3% | 0.0% | +5.3% | +4.3% |
| YTD | -2.2% | +3.7% | -6.0% | -5.6% |
| 1Y | -3.5% | +8.5% | -12.1% | -8.1% |
| All | -3.5% | +9.8% | -13.3% | -8.1% |
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 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