+31.6%
M vs UDR
-17.4%
+49.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | -2.0% | +6.7% | +6.0% |
| 30D | -9.6% | -5.2% | -4.5% | -6.7% |
| 3M | +0.9% | -5.8% | +6.6% | +4.2% |
| 6M | +22.3% | -1.7% | +24.0% | +22.7% |
| YTD | +6.5% | +2.4% | +4.2% | +3.7% |
| 1Y | +38.8% | -2.1% | +40.9% | +38.9% |
| 3Y | +115.9% | +4.2% | +111.7% | +104.1% |
| All | +31.6% | -17.4% | +49.0% | +47.1% |
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