-18.8%
OPEN vs UDR
+4.7%
-23.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.9% |
| 7D | +1.0% | -2.1% | +3.0% | +2.8% |
| 30D | -11.9% | -5.6% | -6.3% | -7.3% |
| 3M | -28.8% | -5.8% | -23.0% | -25.8% |
| 6M | -38.6% | -1.1% | -37.5% | -39.5% |
| YTD | -47.3% | +1.6% | -48.9% | -49.9% |
| 1Y | -49.2% | -2.7% | -46.5% | -49.1% |
| 3Y | -18.8% | +6.3% | -25.1% | -33.2% |
| All | -18.8% | +4.7% | -23.5% | -33.2% |
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