+243.2%
INTC vs UDR
+47.3%
+195.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.3% |
| 7D | +9.4% | -3.4% | +12.8% | +10.9% |
| 30D | +2.7% | -5.4% | +8.1% | +4.8% |
| 3M | -6.3% | -10.0% | +3.7% | -3.1% |
| 6M | +114.5% | -2.5% | +117.0% | +113.9% |
| YTD | +171.9% | -1.1% | +173.0% | +168.3% |
| 1Y | +305.0% | -3.9% | +308.9% | +303.3% |
| 3Y | +168.3% | +3.4% | +164.9% | +158.0% |
| 5Y | +102.3% | -18.9% | +121.2% | +113.0% |
| All | +243.2% | +47.3% | +195.9% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling