+361.0%
ORLY vs UDR
+47.2%
+313.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | -3.5% | +1.1% | -1.2% |
| 30D | -6.8% | -5.3% | -1.5% | -5.0% |
| 3M | -4.8% | -9.5% | +4.8% | -1.5% |
| 6M | -9.1% | -0.7% | -8.4% | -9.0% |
| YTD | -5.9% | -1.2% | -4.7% | -5.9% |
| 1Y | -20.4% | -5.7% | -14.7% | -19.1% |
| 3Y | +36.6% | +3.7% | +32.8% | +32.4% |
| 5Y | +117.3% | -18.9% | +136.2% | +127.5% |
| All | +361.0% | +47.2% | +313.8% | +279.0% |
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