-62.4%
OUST vs UDR
+26.3%
-88.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +5.2% | -2.0% | +7.2% | +6.6% |
| 30D | -19.3% | -5.2% | -14.1% | -16.7% |
| 3M | -22.6% | -5.8% | -16.9% | -21.2% |
| 6M | +62.8% | -1.7% | +64.5% | +60.1% |
| YTD | +68.3% | +2.4% | +66.0% | +60.0% |
| 1Y | +28.5% | -2.1% | +30.7% | +25.9% |
| 3Y | +554.0% | +4.2% | +549.8% | +501.6% |
| 5Y | -56.2% | -20.0% | -36.2% | -54.9% |
| All | -62.4% | +26.3% | -88.7% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling