-1.1%
M vs UDR
-18.6%
+17.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.4% | +7.7% | +7.9% |
| 7D | +2.5% | +2.2% | +0.3% | +1.3% |
| 30D | +10.1% | +8.0% | +2.0% | +5.1% |
| 3M | -0.9% | -3.3% | +2.3% | +1.2% |
| 6M | +30.2% | +1.0% | +29.1% | +28.9% |
| YTD | +16.3% | +4.2% | +12.1% | +12.2% |
| 1Y | +27.0% | +10.8% | +16.1% | +17.6% |
| 3Y | +154.5% | +30.1% | +124.3% | +108.6% |
| 5Y | -1.1% | -18.9% | +17.9% | +9.7% |
| All | -1.1% | -18.6% | +17.5% | +9.7% |
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 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