+74.3%
OKE vs UDR
+3.3%
+71.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | -3.5% | +4.7% | +2.6% |
| 30D | +4.5% | -5.3% | +9.8% | +6.6% |
| 3M | +9.6% | -9.5% | +19.1% | +13.8% |
| 6M | +15.4% | -0.7% | +16.0% | +15.1% |
| YTD | +36.5% | -1.2% | +37.6% | +36.0% |
| 1Y | +39.0% | -5.7% | +44.7% | +41.5% |
| 3Y | +74.3% | +3.7% | +70.6% | +78.9% |
| All | +74.3% | +3.3% | +71.0% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling