+6,045.6%
IT vs UDR
+1,205.6%
+4,840.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | -6.0% | -2.0% | -4.0% | -5.3% |
| 30D | 0.0% | -5.2% | +5.2% | +2.2% |
| 3M | +13.1% | -5.8% | +18.9% | +16.2% |
| 6M | +11.7% | -1.7% | +13.4% | +12.3% |
| YTD | -26.1% | +2.4% | -28.5% | -26.9% |
| 1Y | -21.3% | -2.1% | -19.1% | -20.7% |
| 3Y | -46.7% | +4.2% | -51.0% | -48.4% |
| 5Y | -40.5% | -20.0% | -20.5% | -36.3% |
| 10Y | +103.9% | +44.6% | +59.2% | +68.7% |
| All | +6,045.6% | +1,205.6% | +4,840.1% | +2,189.9% |
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