+103.2%
INTC vs UDR
-20.2%
+123.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +7.5% | -3.5% | +10.9% | +8.8% |
| 30D | +2.0% | -5.3% | +7.3% | +3.9% |
| 3M | -12.0% | -9.5% | -2.5% | -9.4% |
| 6M | +114.5% | -0.7% | +115.2% | +111.3% |
| YTD | +179.0% | -1.2% | +180.1% | +174.0% |
| 1Y | +318.3% | -5.7% | +324.0% | +319.2% |
| 3Y | +171.2% | +3.7% | +167.5% | +161.5% |
| All | +103.2% | -20.2% | +123.4% | +126.2% |
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