+1,362.5%
OXY vs UDR
+2,798.0%
-1,435.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.8% |
| 7D | +0.6% | -3.3% | +3.9% | +1.9% |
| 30D | +4.5% | -5.6% | +10.2% | +6.8% |
| 3M | +8.9% | -9.4% | +18.3% | +12.8% |
| 6M | +12.5% | -3.0% | +15.4% | +12.7% |
| YTD | +50.5% | -0.4% | +50.9% | +49.2% |
| 1Y | +38.6% | -5.1% | +43.7% | +39.9% |
| 3Y | -1.2% | +4.2% | -5.5% | -5.0% |
| 5Y | +161.6% | -19.5% | +181.2% | +174.6% |
| 10Y | +5.3% | +47.9% | -42.6% | -9.1% |
| All | +1,362.5% | +2,798.0% | -1,435.5% | +611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling