+293.5%
JCI vs UDR
+54.6%
+238.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.6% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | -8.6% | +7.8% | -16.4% | -11.9% |
| 3M | -7.7% | -2.8% | -5.0% | -7.0% |
| 6M | -2.6% | -1.4% | -1.1% | -2.9% |
| YTD | +17.4% | +3.4% | +14.0% | +13.9% |
| 1Y | +16.9% | +9.9% | +7.1% | +10.1% |
| 3Y | +186.7% | +28.5% | +158.2% | +147.5% |
| 5Y | +95.4% | -20.5% | +115.9% | +108.6% |
| All | +293.5% | +54.6% | +238.9% | +236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling