+100.0%
IT vs UDR
+47.2%
+52.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.3% | +5.3% |
| 7D | -3.7% | -3.5% | -0.2% | -1.9% |
| 30D | +0.1% | -5.3% | +5.4% | +2.9% |
| 3M | +20.7% | -9.5% | +30.2% | +27.5% |
| 6M | +12.0% | -0.7% | +12.6% | +12.2% |
| YTD | -28.8% | -1.2% | -27.6% | -28.5% |
| 1Y | -25.5% | -5.7% | -19.8% | -23.5% |
| 3Y | -48.8% | +3.7% | -52.5% | -50.8% |
| 5Y | -42.7% | -18.9% | -23.8% | -38.0% |
| All | +100.0% | +47.2% | +52.8% | +69.4% |
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 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