+388.3%
JBL vs UDR
-20.3%
+408.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.5% |
| 7D | -1.0% | -3.4% | +2.4% | +0.1% |
| 30D | -15.1% | -5.4% | -9.6% | -13.6% |
| 3M | -14.0% | -10.0% | -4.1% | -11.6% |
| 6M | +20.6% | -2.5% | +23.2% | +20.1% |
| YTD | +32.9% | -1.1% | +34.0% | +31.4% |
| 1Y | +40.5% | -3.9% | +44.4% | +40.3% |
| 3Y | +183.7% | +3.4% | +180.3% | +169.1% |
| 5Y | +388.3% | -18.9% | +407.2% | +456.5% |
| All | +388.3% | -20.3% | +408.6% | +456.5% |
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