+136.0%
GOOG vs UDR
-20.2%
+156.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | 0.0% | -3.5% | +3.5% | +1.3% |
| 30D | -2.0% | -5.3% | +3.3% | -0.1% |
| 3M | -5.9% | -9.5% | +3.7% | -2.8% |
| 6M | +8.9% | -0.7% | +9.6% | +8.7% |
| YTD | +7.1% | -1.2% | +8.3% | +6.6% |
| 1Y | +39.7% | -5.7% | +45.4% | +41.3% |
| 3Y | +145.8% | +3.7% | +142.1% | +132.5% |
| All | +136.0% | -20.2% | +156.2% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling