+11,186.3%
JPM vs UDR
+2,878.3%
+8,308.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -2.0% | +2.3% | +1.4% |
| 30D | -0.2% | -5.2% | +5.0% | +2.7% |
| 3M | +15.9% | -5.8% | +21.7% | +19.2% |
| 6M | +20.9% | -1.7% | +22.6% | +21.1% |
| YTD | +12.9% | +2.4% | +10.5% | +10.1% |
| 1Y | +20.3% | -2.1% | +22.4% | +19.9% |
| 3Y | +160.9% | +4.2% | +156.7% | +145.7% |
| 5Y | +154.8% | -20.0% | +174.8% | +171.8% |
| 10Y | +591.1% | +44.6% | +546.4% | +400.8% |
| All | +11,186.3% | +2,878.3% | +8,308.0% | +2,650.8% |
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