-4.3%
M vs UDR
+53.1%
-57.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +5.0% | +2.0% | +3.0% | +3.7% |
| 30D | +10.6% | +7.9% | +2.7% | +5.1% |
| 3M | +1.6% | -1.5% | +3.0% | +2.8% |
| 6M | +30.8% | +0.9% | +29.9% | +29.6% |
| YTD | +16.9% | +4.0% | +12.9% | +12.3% |
| 1Y | +26.3% | +10.4% | +15.9% | +16.2% |
| 3Y | +158.6% | +26.9% | +131.7% | +111.1% |
| 5Y | +2.1% | -19.4% | +21.5% | +14.4% |
| 10Y | -4.3% | +57.0% | -61.4% | -17.4% |
| All | -4.3% | +53.1% | -57.5% | -17.4% |
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