+488.5%
NDAQ vs UDR
+54.6%
+433.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | +1.3% | -0.4% | +1.6% | +1.4% |
| 30D | +18.0% | +7.8% | +10.2% | +14.2% |
| 3M | +11.5% | -2.8% | +14.3% | +12.9% |
| 6M | +21.1% | -1.4% | +22.5% | +21.6% |
| YTD | +12.8% | +3.4% | +9.4% | +10.4% |
| 1Y | +25.7% | +9.9% | +15.8% | +19.6% |
| 3Y | +116.8% | +28.5% | +88.3% | +90.6% |
| 5Y | +67.3% | -20.5% | +87.8% | +79.3% |
| All | +488.5% | +54.6% | +433.8% | +405.6% |
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