+155.5%
JPM vs UDR
-19.7%
+175.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.1% |
| 7D | -0.4% | -3.3% | +2.8% | +0.8% |
| 30D | -1.4% | -5.6% | +4.2% | +0.6% |
| 3M | +13.9% | -9.4% | +23.4% | +17.8% |
| 6M | +23.5% | -3.0% | +26.5% | +24.2% |
| YTD | +11.6% | -0.4% | +12.0% | +10.9% |
| 1Y | +21.4% | -5.1% | +26.5% | +22.7% |
| 3Y | +163.4% | +4.2% | +159.2% | +154.3% |
| All | +155.5% | -19.7% | +175.1% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling