+1,593.8%
META vs UDR
+140.3%
+1,453.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | +2.0% | +1.2% | +2.5% |
| 30D | -10.8% | +7.9% | -18.7% | -13.2% |
| 3M | +7.9% | -1.5% | +9.4% | +8.2% |
| 6M | +5.4% | +0.9% | +4.5% | +4.8% |
| YTD | -2.6% | +4.0% | -6.6% | -4.5% |
| 1Y | +1.9% | +10.4% | -8.5% | -2.3% |
| 3Y | +97.0% | +26.9% | +70.0% | +77.4% |
| 5Y | +97.6% | -19.4% | +117.0% | +107.4% |
| 10Y | +436.0% | +57.0% | +379.0% | +346.6% |
| All | +1,593.8% | +140.3% | +1,453.5% | +1,147.1% |
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