+21.2%
OUST vs UDR
+14.9%
+6.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.6% | +12.1% | +16.9% |
| 7D | -0.2% | +7.2% | -7.4% | +2.5% |
| 30D | -24.0% | +10.5% | -34.4% | -21.1% |
| 3M | -29.9% | -2.3% | -27.6% | -30.4% |
| 6M | +19.1% | +4.0% | +15.2% | +15.3% |
| YTD | +55.0% | +5.6% | +49.4% | +49.1% |
| 1Y | +21.2% | +13.0% | +8.1% | +11.0% |
| All | +21.2% | +14.9% | +6.3% | +11.0% |
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