-74.1%
OPEN vs UDR
+17.5%
-91.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -5.9% | -6.0% |
| 7D | -10.5% | -3.4% | -7.2% | -7.7% |
| 30D | -21.8% | -5.4% | -16.4% | -17.8% |
| 3M | -37.5% | -10.0% | -27.5% | -32.0% |
| 6M | -44.1% | -2.5% | -41.6% | -44.1% |
| YTD | -52.0% | -1.1% | -50.9% | -52.7% |
| 1Y | -52.2% | -3.9% | -48.3% | -51.7% |
| 3Y | -25.9% | +3.4% | -29.4% | -31.3% |
| 5Y | -85.1% | -18.9% | -66.2% | -84.1% |
| All | -74.1% | +17.5% | -91.6% | -69.9% |
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