+42.5%
OVV vs UDR
+54.2%
-11.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -10.7% | +2.2% | -13.0% | -12.1% |
| 30D | -5.3% | +8.0% | -13.3% | -10.0% |
| 3M | +2.4% | -3.3% | +5.6% | +3.8% |
| 6M | +5.7% | +1.0% | +4.6% | +3.6% |
| YTD | +56.8% | +4.2% | +52.6% | +49.6% |
| 1Y | +59.3% | +10.8% | +48.4% | +46.0% |
| 3Y | +49.0% | +30.1% | +18.8% | +19.9% |
| 5Y | +88.1% | -18.9% | +107.0% | +105.6% |
| 10Y | +42.5% | +53.4% | -10.8% | +38.8% |
| All | +42.5% | +54.2% | -11.6% | +38.8% |
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 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