+251.6%
ORCL vs UDR
+54.2%
+197.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +0.5% | +2.2% | -1.7% | -0.2% |
| 30D | -15.3% | +8.0% | -23.3% | -17.3% |
| 3M | -18.2% | -3.3% | -15.0% | -17.7% |
| 6M | -38.4% | +1.0% | -39.5% | -39.2% |
| YTD | -37.7% | +4.2% | -41.9% | -39.4% |
| 1Y | -49.3% | +10.8% | -60.1% | -51.8% |
| 3Y | +10.6% | +30.1% | -19.5% | -2.2% |
| 5Y | +35.5% | -18.9% | +54.4% | +40.6% |
| 10Y | +251.6% | +53.4% | +198.2% | +202.6% |
| All | +251.6% | +54.2% | +197.4% | +202.6% |
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