-53.8%
OUST vs UDR
-19.6%
-34.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +5.2% | -2.0% | +7.2% | +6.9% |
| 30D | -19.3% | -5.2% | -14.1% | -16.2% |
| 3M | -22.6% | -5.8% | -16.9% | -21.0% |
| 6M | +62.8% | -1.7% | +64.5% | +59.2% |
| YTD | +68.3% | +2.4% | +66.0% | +57.6% |
| 1Y | +28.5% | -2.1% | +30.7% | +24.9% |
| 3Y | +554.0% | +4.2% | +549.8% | +476.8% |
| All | -53.8% | -19.6% | -34.2% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling