+13,164.2%
GOOG vs UDR
+362.1%
+12,802.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.5% |
| 7D | -1.6% | -3.3% | +1.7% | -0.5% |
| 30D | -7.7% | -5.6% | -2.0% | -5.9% |
| 3M | -9.3% | -9.4% | +0.1% | -6.6% |
| 6M | +7.4% | -3.0% | +10.4% | +8.2% |
| YTD | +4.9% | -0.4% | +5.2% | +4.3% |
| 1Y | +37.2% | -5.1% | +42.4% | +38.4% |
| 3Y | +141.6% | +4.2% | +137.4% | +132.8% |
| 5Y | +128.8% | -19.5% | +148.3% | +138.6% |
| 10Y | +772.7% | +47.9% | +724.8% | +623.8% |
| All | +13,164.2% | +362.1% | +12,802.1% | +7,148.7% |
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