+404.3%
META vs UDR
+50.7%
+353.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -0.8% | +3.0% | -3.8% | -1.8% |
| 30D | -15.4% | +10.3% | -25.7% | -18.5% |
| 3M | +3.5% | -2.9% | +6.4% | +4.4% |
| 6M | -0.3% | +0.3% | -0.6% | -0.6% |
| YTD | -7.3% | +3.8% | -11.1% | -9.1% |
| 1Y | -1.1% | +12.7% | -13.8% | -6.0% |
| 3Y | +95.1% | +27.6% | +67.5% | +74.7% |
| 5Y | +80.6% | -18.6% | +99.2% | +88.8% |
| All | +404.3% | +50.7% | +353.6% | +358.8% |
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