+425.3%
M vs UDR
+2,012.2%
-1,586.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | -2.0% | +6.7% | +5.8% |
| 30D | -9.6% | -5.2% | -4.5% | -7.1% |
| 3M | +0.9% | -5.8% | +6.6% | +3.8% |
| 6M | +22.3% | -1.7% | +24.0% | +22.6% |
| YTD | +6.5% | +2.4% | +4.2% | +4.3% |
| 1Y | +38.8% | -2.1% | +40.9% | +39.0% |
| 3Y | +115.9% | +4.2% | +111.7% | +107.5% |
| 5Y | +28.6% | -20.0% | +48.6% | +41.1% |
| 10Y | -2.5% | +44.6% | -47.2% | -20.8% |
| All | +425.3% | +2,012.2% | -1,586.9% | +87.0% |
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