+53,204.8%
ORLY vs UDR
+1,441.5%
+51,763.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | -3.4% | +1.2% | -1.2% |
| 30D | -7.6% | -5.4% | -2.2% | -6.1% |
| 3M | -5.5% | -10.0% | +4.5% | -2.6% |
| 6M | -9.7% | -2.5% | -7.2% | -9.1% |
| YTD | -6.2% | -1.1% | -5.1% | -6.2% |
| 1Y | -18.6% | -3.9% | -14.8% | -18.0% |
| 3Y | +33.8% | +3.4% | +30.4% | +30.4% |
| 5Y | +116.5% | -18.9% | +135.4% | +123.6% |
| 10Y | +361.0% | +46.8% | +314.2% | +291.3% |
| All | +53,204.8% | +1,441.5% | +51,763.4% | +25,071.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling