-43.3%
ORCL vs UDR
+7.9%
-51.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.8% |
| 7D | +10.4% | -2.4% | +12.8% | +8.6% |
| 30D | -11.2% | +6.7% | -17.9% | -7.3% |
| 3M | -16.8% | -1.8% | -15.0% | -17.6% |
| 6M | -31.5% | -1.8% | -29.7% | -32.1% |
| YTD | -33.9% | +2.5% | -36.4% | -30.9% |
| 1Y | -43.3% | +7.9% | -51.2% | -34.7% |
| All | -43.3% | +7.9% | -51.2% | -34.7% |
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