+485.4%
P vs UDR
+53.5%
+431.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -2.0% | +8.5% | +7.5% |
| 30D | +18.8% | -5.2% | +24.0% | +21.4% |
| 3M | +26.7% | -5.8% | +32.5% | +28.9% |
| 6M | +62.2% | -1.7% | +63.9% | +61.0% |
| YTD | +48.5% | +2.4% | +46.1% | +44.2% |
| 1Y | +26.4% | -2.1% | +28.5% | +25.1% |
| 3Y | +159.4% | +4.2% | +155.2% | +145.4% |
| 5Y | +275.8% | -20.0% | +295.8% | +299.9% |
| 10Y | +732.0% | +44.6% | +687.4% | +596.6% |
| All | +485.4% | +53.5% | +431.8% | +406.0% |
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