+32.7%
ORCL vs UDR
+4.2%
+28.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | +5.3% | -2.0% | +7.3% | +5.2% |
| 30D | +10.0% | -5.2% | +15.2% | +9.9% |
| 3M | -32.6% | -5.8% | -26.8% | -32.7% |
| 6M | +4.9% | -1.7% | +6.6% | +4.5% |
| YTD | -17.8% | +2.4% | -20.1% | -18.5% |
| 1Y | -28.0% | -2.1% | -25.9% | -28.0% |
| All | +32.7% | +4.2% | +28.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling