+363.4%
ORCL vs UDR
+42.1%
+321.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +15.0% | -2.1% | +17.1% | +15.7% |
| 30D | +10.5% | -5.6% | +16.2% | +12.3% |
| 3M | -23.0% | -5.8% | -17.2% | -22.1% |
| 6M | +7.0% | -1.1% | +8.1% | +6.2% |
| YTD | -15.8% | +1.6% | -17.4% | -17.3% |
| 1Y | -31.1% | -2.7% | -28.4% | -31.7% |
| 3Y | +33.3% | +6.3% | +27.0% | +26.7% |
| 5Y | +94.3% | -19.3% | +113.6% | +101.8% |
| 10Y | +363.4% | +46.0% | +317.4% | +301.3% |
| All | +363.4% | +42.1% | +321.3% | +301.3% |
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