-27.4%
ON vs UDR
+6.2%
-33.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -2.2% | -2.1% | -0.1% | -1.2% |
| 30D | -12.4% | -5.6% | -6.8% | -10.2% |
| 3M | -41.2% | -5.8% | -35.4% | -40.6% |
| 6M | +25.0% | -1.1% | +26.1% | +22.2% |
| YTD | +31.3% | +1.6% | +29.7% | +25.8% |
| 1Y | +45.4% | -2.7% | +48.1% | +43.3% |
| All | -27.4% | +6.2% | -33.6% | -32.1% |
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