-20.4%
ORLY vs UDR
-3.8%
-16.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.4% |
| 6M | -9.1% | -0.7% | -8.4% | -7.7% |
| YTD | -5.9% | -1.2% | -4.7% | -5.4% |
| 1Y | -20.4% | -5.7% | -14.7% | -19.3% |
| All | -20.4% | -3.8% | -16.6% | -19.3% |
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