+5,838.5%
OMC vs UDR
+2,856.1%
+2,982.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.8% | -2.1% | -3.7% | -5.1% |
| 30D | -4.8% | -5.6% | +0.8% | -3.0% |
| 3M | +9.2% | -5.8% | +15.0% | +11.3% |
| 6M | -2.5% | -1.1% | -1.4% | -2.3% |
| YTD | +2.6% | +1.6% | +0.9% | +1.8% |
| 1Y | +5.9% | -2.7% | +8.6% | +6.7% |
| 3Y | +14.2% | +6.3% | +7.9% | +11.2% |
| 5Y | +33.2% | -19.3% | +52.6% | +40.0% |
| 10Y | +33.4% | +46.0% | -12.6% | +15.9% |
| All | +5,838.5% | +2,856.1% | +2,982.3% | +2,703.4% |
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