+42,174.6%
JBL vs UDR
+1,550.9%
+40,623.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +4.4% | -2.1% | +6.5% | +5.4% |
| 30D | -8.4% | -5.6% | -2.8% | -6.1% |
| 3M | -14.2% | -5.8% | -8.4% | -12.5% |
| 6M | +29.6% | -1.1% | +30.7% | +28.8% |
| YTD | +37.1% | +1.6% | +35.5% | +34.2% |
| 1Y | +49.5% | -2.7% | +52.2% | +48.8% |
| 3Y | +192.7% | +6.3% | +186.4% | +173.9% |
| 5Y | +411.3% | -19.3% | +430.7% | +437.0% |
| 10Y | +1,447.6% | +46.0% | +1,401.6% | +1,089.0% |
| All | +42,174.6% | +1,550.9% | +40,623.7% | +16,437.3% |
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