+11,791.0%
GOOGL vs UDR
+379.7%
+11,411.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | +3.9% | -0.4% | +4.2% | +4.0% |
| 30D | -14.9% | +7.8% | -22.7% | -17.1% |
| 3M | -14.6% | -2.8% | -11.8% | -14.0% |
| 6M | -26.4% | -1.4% | -25.0% | -26.5% |
| YTD | -5.3% | +3.4% | -8.7% | -7.1% |
| 1Y | +6.5% | +9.9% | -3.4% | +2.3% |
| 3Y | +126.0% | +28.5% | +97.5% | +102.9% |
| 5Y | +100.8% | -20.5% | +121.3% | +109.9% |
| 10Y | +673.8% | +54.2% | +619.5% | +532.2% |
| All | +11,791.0% | +379.7% | +11,411.3% | +6,307.4% |
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