+572.1%
ON vs UDR
+47.3%
+524.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -4.7% | -3.4% | -1.3% | -2.9% |
| 30D | -13.5% | -5.4% | -8.1% | -10.9% |
| 3M | -36.3% | -10.0% | -26.3% | -33.4% |
| 6M | +17.8% | -2.5% | +20.3% | +16.9% |
| YTD | +29.6% | -1.1% | +30.7% | +27.3% |
| 1Y | +45.8% | -3.9% | +49.7% | +45.1% |
| 3Y | -28.3% | +3.4% | -31.8% | -31.9% |
| 5Y | +49.6% | -18.9% | +68.5% | +61.9% |
| All | +572.1% | +47.3% | +524.9% | +487.5% |
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