+390.5%
ONTO vs UDR
-2.9%
+393.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.2% | +12.2% | +11.6% |
| 7D | -14.0% | +3.0% | -17.0% | -15.4% |
| 30D | -43.1% | +10.3% | -53.3% | -46.0% |
| 3M | -35.5% | -2.9% | -32.6% | -35.1% |
| 6M | -41.1% | +0.3% | -41.4% | -42.5% |
| YTD | +9.8% | +3.8% | +6.0% | +4.8% |
| 1Y | +31.5% | +12.7% | +18.8% | +19.9% |
| 3Y | +45.2% | +27.6% | +17.6% | +20.0% |
| 5Y | +86.7% | -18.6% | +105.3% | +96.3% |
| All | +390.5% | -2.9% | +393.3% | +365.6% |
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