-21.7%
ONON vs UDR
-20.1%
-1.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | -2.1% | -3.5% | +1.4% | +0.1% |
| 30D | -11.6% | -5.3% | -6.3% | -8.7% |
| 3M | -30.1% | -9.5% | -20.6% | -25.8% |
| 6M | -30.5% | -0.7% | -29.9% | -30.7% |
| YTD | -41.0% | -1.2% | -39.9% | -41.2% |
| 1Y | -36.7% | -5.7% | -31.0% | -35.1% |
| 3Y | -8.6% | +3.7% | -12.3% | -14.3% |
| All | -21.7% | -20.1% | -1.6% | -9.8% |
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