-16.5%
OWL vs UDR
-20.3%
+3.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.5% |
| 7D | -11.9% | -3.4% | -8.5% | -9.9% |
| 30D | -13.7% | -5.4% | -8.3% | -10.5% |
| 3M | +12.3% | -10.0% | +22.2% | +19.5% |
| 6M | +15.0% | -2.5% | +17.6% | +15.7% |
| YTD | -25.7% | -1.1% | -24.6% | -26.0% |
| 1Y | -39.5% | -3.9% | -35.6% | -38.6% |
| 3Y | +0.9% | +3.4% | -2.5% | -4.2% |
| 5Y | -16.5% | -18.9% | +2.3% | -3.4% |
| All | -16.5% | -20.3% | +3.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling