+26.4%
P vs UDR
-1.4%
+27.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -2.0% | +8.5% | +5.8% |
| 30D | +18.8% | -5.2% | +24.0% | +16.7% |
| 3M | +26.7% | -5.8% | +32.5% | +24.2% |
| 6M | +62.2% | -1.7% | +63.9% | +59.7% |
| YTD | +48.5% | +2.4% | +46.1% | +48.9% |
| 1Y | +26.4% | -2.1% | +28.5% | +25.6% |
| All | +26.4% | -1.4% | +27.8% | +25.6% |
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