+508.7%
ONTO vs UDR
-2.9%
+511.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.3% | +9.2% | +9.0% |
| 7D | +16.4% | -1.8% | +18.1% | +17.3% |
| 30D | -21.4% | +7.9% | -29.4% | -24.7% |
| 3M | -32.7% | -0.8% | -32.0% | -33.0% |
| 6M | -25.2% | 0.0% | -25.2% | -26.9% |
| YTD | +36.2% | +3.7% | +32.5% | +30.1% |
| 1Y | +61.2% | +8.5% | +52.6% | +50.0% |
| 3Y | +58.7% | +26.6% | +32.1% | +31.6% |
| 5Y | +143.6% | -20.2% | +163.8% | +159.0% |
| All | +508.7% | -2.9% | +511.6% | +478.1% |
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 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