-41.4%
OPEN vs UDR
+27.3%
-68.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.4% |
| 7D | -15.0% | -0.4% | -14.6% | -14.7% |
| 30D | -40.2% | +7.8% | -48.0% | -43.5% |
| 3M | -67.4% | -2.8% | -64.6% | -66.4% |
| 6M | -74.0% | -1.4% | -72.6% | -74.0% |
| YTD | -79.6% | +3.4% | -83.0% | -80.7% |
| 1Y | -86.1% | +9.9% | -96.0% | -87.8% |
| 3Y | -41.4% | +28.5% | -69.9% | -69.1% |
| All | -41.4% | +27.3% | -68.7% | -69.1% |
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