+62.8%
META vs UDR
-19.6%
+82.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -2.0% | +8.7% | +7.7% |
| 30D | +4.8% | -5.2% | +9.9% | +7.4% |
| 3M | -1.6% | -5.8% | +4.2% | +1.1% |
| 6M | -7.5% | -1.7% | -5.8% | -7.0% |
| YTD | -6.4% | +2.4% | -8.8% | -8.0% |
| 1Y | -17.3% | -2.1% | -15.2% | -17.1% |
| 3Y | +109.9% | +4.2% | +105.7% | +100.0% |
| All | +62.8% | -19.6% | +82.4% | +83.8% |
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 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