+84.7%
META vs UDR
-21.2%
+105.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +3.1% | -2.4% | +5.4% | +4.2% |
| 30D | -18.2% | +6.7% | -24.9% | -20.9% |
| 3M | +7.8% | -1.8% | +9.6% | +8.5% |
| 6M | +3.6% | -1.8% | +5.4% | +4.1% |
| YTD | -5.3% | +2.5% | -7.8% | -7.3% |
| 1Y | +2.7% | +7.9% | -5.2% | -2.1% |
| 3Y | +91.5% | +25.1% | +66.4% | +60.9% |
| 5Y | +84.7% | -21.2% | +105.9% | +107.7% |
| All | +84.7% | -21.2% | +105.9% | +107.7% |
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