-49.6%
ORCL vs UDR
+11.4%
-61.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.4% |
| 7D | +0.5% | +2.2% | -1.7% | +2.0% |
| 30D | -15.3% | +8.0% | -23.3% | -10.8% |
| 3M | -18.2% | -3.3% | -15.0% | -19.8% |
| 6M | -38.4% | +1.0% | -39.5% | -38.0% |
| YTD | -37.7% | +4.2% | -41.9% | -34.4% |
| All | -49.6% | +11.4% | -61.0% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling