-51.6%
IT vs UDR
+4.1%
-55.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | -9.1% | -3.3% | -5.9% | -7.8% |
| 30D | -12.2% | -5.6% | -6.5% | -9.8% |
| 3M | +7.8% | -9.4% | +17.2% | +13.0% |
| 6M | +2.0% | -3.0% | +4.9% | +3.9% |
| YTD | -32.7% | -0.4% | -32.3% | -32.2% |
| 1Y | -31.1% | -5.1% | -26.0% | -29.2% |
| All | -51.6% | +4.1% | -55.7% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling