+715.0%
P vs UDR
+42.1%
+672.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +2.0% |
| 7D | +7.8% | -2.1% | +9.9% | +8.8% |
| 30D | +12.3% | -5.6% | +17.9% | +15.0% |
| 3M | +37.1% | -5.8% | +42.9% | +39.5% |
| 6M | +66.1% | -1.1% | +67.2% | +64.4% |
| YTD | +50.9% | +1.6% | +49.3% | +47.0% |
| 1Y | +27.2% | -2.7% | +29.9% | +26.2% |
| 3Y | +158.7% | +6.3% | +152.4% | +142.0% |
| 5Y | +291.1% | -19.3% | +310.4% | +315.0% |
| 10Y | +715.0% | +46.0% | +669.0% | +603.3% |
| All | +715.0% | +42.1% | +672.9% | +603.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling