+5,221.5%
O vs UDR
+1,505.4%
+3,716.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | +7.1% | +7.8% | -0.6% | +2.1% |
| 3M | -5.2% | -2.8% | -2.5% | -3.7% |
| 6M | -1.8% | -1.4% | -0.3% | -1.2% |
| YTD | +9.1% | +3.4% | +5.7% | +5.7% |
| 1Y | +9.7% | +9.9% | -0.2% | +2.2% |
| 3Y | +39.1% | +28.5% | +10.6% | +14.9% |
| 5Y | +8.4% | -20.5% | +28.8% | +19.1% |
| 10Y | +80.2% | +54.2% | +25.9% | +30.3% |
| All | +5,221.5% | +1,505.4% | +3,716.0% | +1,399.2% |
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