+6,234.5%
IT vs UDR
+1,218.7%
+5,015.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -1.8% | +7.8% | -9.6% | -4.7% |
| 3M | +4.8% | -2.8% | +7.6% | +6.2% |
| 6M | +33.0% | -1.4% | +34.5% | +34.2% |
| YTD | -23.8% | +3.4% | -27.2% | -24.9% |
| 1Y | -16.5% | +9.9% | -26.4% | -19.7% |
| 3Y | -53.6% | +28.5% | -82.1% | -58.7% |
| 5Y | -42.1% | -20.5% | -21.6% | -37.8% |
| 10Y | +90.1% | +54.2% | +35.9% | +53.9% |
| All | +6,234.5% | +1,218.7% | +5,015.8% | +2,254.3% |
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