+2,331.5%
JCI vs UDR
+2,856.1%
-524.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +5.1% | -2.1% | +7.2% | +5.8% |
| 30D | -3.8% | -5.6% | +1.8% | -2.1% |
| 3M | +1.9% | -5.8% | +7.7% | +3.5% |
| 6M | +11.2% | -1.1% | +12.3% | +11.1% |
| YTD | +22.9% | +1.6% | +21.3% | +21.5% |
| 1Y | +37.4% | -2.7% | +40.0% | +37.4% |
| 3Y | +167.8% | +6.3% | +161.5% | +158.7% |
| 5Y | +115.0% | -19.3% | +134.4% | +125.4% |
| 10Y | +325.3% | +46.0% | +279.3% | +264.8% |
| All | +2,331.5% | +2,856.1% | -524.7% | +920.1% |
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 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