+398.8%
OSCR vs UDR
+3.3%
+395.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +1.6% | -3.5% | +5.1% | +3.7% |
| 30D | +10.7% | -5.3% | +16.0% | +14.3% |
| 3M | +13.4% | -9.5% | +22.9% | +19.8% |
| 6M | +144.6% | -0.7% | +145.2% | +144.5% |
| YTD | +128.0% | -1.2% | +129.2% | +127.6% |
| 1Y | +68.7% | -5.7% | +74.4% | +73.0% |
| 3Y | +398.8% | +3.7% | +395.0% | +322.7% |
| All | +398.8% | +3.3% | +395.5% | +322.7% |
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