+58.4%
OVV vs UDR
+27.3%
+31.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +8.0% | -0.4% | +8.4% | +8.2% |
| 30D | -2.0% | +7.8% | -9.8% | -4.6% |
| 3M | +5.4% | -2.8% | +8.2% | +6.2% |
| 6M | +14.3% | -1.4% | +15.7% | +14.0% |
| YTD | +69.4% | +3.4% | +66.0% | +65.2% |
| 1Y | +72.4% | +9.9% | +62.5% | +63.3% |
| 3Y | +58.4% | +28.5% | +29.9% | +47.5% |
| All | +58.4% | +27.3% | +31.1% | +47.5% |
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