+118.4%
ORLY vs UDR
-20.1%
+138.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -2.1% | -3.4% | +1.2% | -1.3% |
| 30D | -7.6% | -5.4% | -2.2% | -6.3% |
| 3M | -5.5% | -10.0% | +4.5% | -2.9% |
| 6M | -9.7% | -2.5% | -7.2% | -9.1% |
| YTD | -6.2% | -1.1% | -5.1% | -6.1% |
| 1Y | -18.6% | -3.9% | -14.8% | -18.0% |
| 3Y | +33.8% | +3.4% | +30.4% | +32.7% |
| All | +118.4% | -20.1% | +138.5% | +133.4% |
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