-93.9%
OPEN vs UDR
-19.4%
-74.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.5% |
| 7D | -31.1% | -1.8% | -29.3% | -29.1% |
| 30D | -34.7% | +7.9% | -42.6% | -40.3% |
| 3M | -61.9% | -0.8% | -61.1% | -61.3% |
| 6M | -71.9% | 0.0% | -71.8% | -72.5% |
| YTD | -76.6% | +3.7% | -80.3% | -78.6% |
| 1Y | -83.9% | +8.5% | -92.4% | -86.4% |
| 3Y | -34.4% | +26.6% | -60.9% | -60.5% |
| 5Y | -93.9% | -20.2% | -73.8% | -93.2% |
| All | -93.9% | -19.4% | -74.6% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling