+16.9%
JD vs UDR
+44.7%
-27.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.0% |
| 7D | -3.0% | -3.3% | +0.3% | -2.3% |
| 30D | -19.3% | -5.6% | -13.7% | -18.3% |
| 3M | -6.0% | -9.4% | +3.4% | -4.2% |
| 6M | +1.8% | -3.0% | +4.7% | +2.2% |
| YTD | -2.6% | -0.4% | -2.2% | -2.9% |
| 1Y | -17.4% | -5.1% | -12.3% | -16.9% |
| 3Y | -8.6% | +4.2% | -12.8% | -10.5% |
| 5Y | -61.6% | -19.5% | -42.1% | -61.1% |
| 10Y | +16.9% | +47.9% | -31.0% | +12.9% |
| All | +16.9% | +44.7% | -27.8% | +12.9% |
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