+36.1%
ORLY vs UDR
+3.4%
+32.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -2.1% | -3.4% | +1.2% | -1.4% |
| 30D | -7.6% | -5.4% | -2.2% | -6.4% |
| 3M | -5.5% | -10.0% | +4.5% | -3.1% |
| 6M | -9.7% | -2.5% | -7.2% | -8.9% |
| YTD | -6.2% | -1.1% | -5.1% | -5.9% |
| 1Y | -18.6% | -3.9% | -14.8% | -18.0% |
| All | +36.1% | +3.4% | +32.7% | +47.6% |
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