+2,632.1%
NDAQ vs UDR
+618.6%
+2,013.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.3% |
| 7D | +1.7% | -2.4% | +4.1% | +3.0% |
| 30D | +16.2% | +6.7% | +9.5% | +12.4% |
| 3M | +14.0% | -1.8% | +15.7% | +15.0% |
| 6M | +22.3% | -1.8% | +24.0% | +23.0% |
| YTD | +13.0% | +2.5% | +10.5% | +10.6% |
| 1Y | +24.0% | +7.9% | +16.1% | +18.1% |
| 3Y | +117.1% | +25.1% | +92.0% | +88.5% |
| 5Y | +67.5% | -21.2% | +88.7% | +82.4% |
| 10Y | +474.3% | +52.9% | +421.3% | +308.8% |
| All | +2,632.1% | +618.6% | +2,013.5% | +677.2% |
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