-31.9%
OWL vs UDR
+11.8%
-43.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.6% | -6.9% |
| 7D | -5.0% | +4.5% | -9.5% | -6.9% |
| 30D | +9.0% | +9.6% | -0.6% | +4.8% |
| 3M | -12.7% | -2.7% | -10.0% | -12.4% |
| 6M | -4.0% | +1.8% | -5.8% | -6.7% |
| YTD | -29.6% | +5.0% | -34.6% | -31.3% |
| 1Y | -31.9% | +12.1% | -44.0% | -35.5% |
| All | -31.9% | +11.8% | -43.7% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling