+30.6%
ORCL vs UDR
-18.0%
+48.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -11.2% | +3.0% | -14.1% | -11.6% |
| 30D | -18.8% | +10.3% | -29.1% | -20.3% |
| 3M | -18.8% | -2.9% | -15.9% | -18.4% |
| 6M | -39.7% | +0.3% | -40.1% | -40.3% |
| YTD | -39.6% | +3.8% | -43.4% | -40.8% |
| 1Y | -51.7% | +12.7% | -64.5% | -54.0% |
| 3Y | +10.2% | +27.6% | -17.3% | -0.8% |
| All | +30.6% | -18.0% | +48.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling