+8,053.3%
GEN vs UDR
+2,798.0%
+5,255.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | -2.9% | -3.3% | +0.3% | -1.9% |
| 30D | +2.1% | -5.6% | +7.7% | +3.9% |
| 3M | +19.7% | -9.4% | +29.1% | +23.6% |
| 6M | +33.3% | -3.0% | +36.2% | +34.2% |
| YTD | +11.1% | -0.4% | +11.5% | +11.0% |
| 1Y | +3.0% | -5.1% | +8.1% | +4.5% |
| 3Y | +57.9% | +4.2% | +53.7% | +54.5% |
| 5Y | +20.6% | -19.5% | +40.1% | +26.6% |
| 10Y | +153.2% | +47.9% | +105.4% | +105.8% |
| All | +8,053.3% | +2,798.0% | +5,255.2% | +2,311.9% |
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