+95.1%
META vs UDR
+25.4%
+69.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.8% | +3.0% | -3.8% | -1.6% |
| 30D | -15.4% | +10.3% | -25.7% | -17.9% |
| 3M | +3.5% | -2.9% | +6.4% | +4.4% |
| 6M | -0.3% | +0.3% | -0.6% | -0.3% |
| YTD | -7.3% | +3.8% | -11.1% | -8.5% |
| 1Y | -1.1% | +12.7% | -13.8% | -4.9% |
| 3Y | +95.1% | +27.6% | +67.5% | +83.5% |
| All | +95.1% | +25.4% | +69.7% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling