+68.7%
OSCR vs UDR
-3.8%
+72.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +1.6% | -3.5% | +5.1% | +3.4% |
| 30D | +10.7% | -5.3% | +16.0% | +13.8% |
| 3M | +13.4% | -9.5% | +22.9% | +18.7% |
| 6M | +144.6% | -0.7% | +145.2% | +142.8% |
| YTD | +128.0% | -1.2% | +129.2% | +127.5% |
| 1Y | +68.7% | -5.7% | +74.4% | +69.3% |
| All | +68.7% | -3.8% | +72.4% | +69.3% |
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