+17.8%
JD vs UDR
+25.4%
-7.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +13.4% | +3.0% | +10.4% | +12.6% |
| 30D | +7.7% | +10.3% | -2.6% | +5.4% |
| 3M | -11.3% | -2.9% | -8.4% | -10.8% |
| 6M | -5.1% | +0.3% | -5.5% | -5.6% |
| YTD | +5.0% | +3.8% | +1.3% | +3.6% |
| 1Y | -5.6% | +12.7% | -18.4% | -9.0% |
| 3Y | +17.8% | +27.6% | -9.8% | +5.7% |
| All | +17.8% | +25.4% | -7.6% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling