+50.8%
OVV vs UDR
+42.1%
+8.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -3.7% | -2.1% | -1.7% | -2.5% |
| 30D | +8.0% | -5.6% | +13.6% | +11.5% |
| 3M | +11.3% | -5.8% | +17.0% | +14.7% |
| 6M | +24.0% | -1.1% | +25.1% | +23.0% |
| YTD | +65.3% | +1.6% | +63.7% | +61.0% |
| 1Y | +60.2% | -2.7% | +62.8% | +59.7% |
| 3Y | +46.9% | +6.3% | +40.6% | +35.7% |
| 5Y | +158.7% | -19.3% | +178.0% | +183.6% |
| 10Y | +50.8% | +46.0% | +4.9% | +49.3% |
| All | +50.8% | +42.1% | +8.7% | +49.3% |
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