-64.1%
OUST vs UDR
+28.0%
-92.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.2% | +15.2% | +14.7% |
| 7D | +17.0% | +3.0% | +14.0% | +15.0% |
| 30D | -16.5% | +10.3% | -26.7% | -21.7% |
| 3M | -23.7% | -2.9% | -20.7% | -22.7% |
| 6M | +18.4% | +0.3% | +18.0% | +14.7% |
| YTD | +60.8% | +3.8% | +57.0% | +51.0% |
| 1Y | +44.2% | +12.7% | +31.5% | +26.6% |
| 3Y | +668.1% | +27.6% | +640.5% | +514.4% |
| 5Y | -48.8% | -18.6% | -30.2% | -47.9% |
| All | -64.1% | +28.0% | -92.1% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling