+29.7%
M vs UDR
-4.3%
+34.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.5% |
| 7D | -4.1% | -3.3% | -0.8% | -3.0% |
| 30D | -13.6% | -5.6% | -8.0% | -12.0% |
| 3M | -2.3% | -9.4% | +7.1% | +0.6% |
| 6M | +21.9% | -3.0% | +24.9% | +23.6% |
| YTD | -0.6% | -0.4% | -0.2% | -0.9% |
| 1Y | +29.7% | -5.1% | +34.9% | +31.9% |
| All | +29.7% | -4.3% | +34.0% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling