+7.4%
GOOG vs UDR
-2.2%
+9.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.6% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -7.7% | -5.6% | -2.0% | -6.3% |
| 3M | -9.3% | -9.4% | +0.1% | -7.2% |
| 6M | +7.4% | -3.0% | +10.4% | +8.9% |
| All | +7.4% | -2.2% | +9.6% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling