-2.6%
JCI vs UDR
-0.4%
-2.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.0% |
| 7D | +3.2% | -0.4% | +3.6% | +3.1% |
| 30D | -8.6% | +7.8% | -16.4% | -7.3% |
| 3M | -7.7% | -2.8% | -5.0% | -7.6% |
| 6M | -2.6% | -1.4% | -1.1% | -5.1% |
| All | -2.6% | -0.4% | -2.2% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling