+673.8%
OUST vs UDR
+26.2%
+647.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.7% |
| 7D | +19.9% | -2.4% | +22.3% | +21.3% |
| 30D | +3.6% | +6.7% | -3.1% | +0.3% |
| 3M | -20.6% | -1.8% | -18.9% | -20.2% |
| 6M | +35.1% | -1.8% | +36.8% | +32.1% |
| YTD | +69.1% | +2.5% | +66.6% | +59.2% |
| 1Y | +49.9% | +7.9% | +42.0% | +34.5% |
| All | +673.8% | +26.2% | +647.6% | +337.5% |
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