+469.1%
P vs UDR
+55.6%
+413.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.0% |
| 7D | -23.8% | +3.0% | -26.8% | -24.8% |
| 30D | -36.6% | +10.3% | -46.9% | -39.4% |
| 3M | +10.9% | -2.9% | +13.8% | +11.6% |
| 6M | +30.0% | +0.3% | +29.7% | +27.7% |
| YTD | +44.4% | +3.8% | +40.6% | +38.8% |
| 1Y | +3.9% | +12.7% | -8.8% | -3.9% |
| 3Y | +176.6% | +27.6% | +149.0% | +136.6% |
| 5Y | +249.3% | -18.6% | +267.9% | +267.8% |
| 10Y | +726.9% | +52.4% | +674.5% | +576.6% |
| All | +469.1% | +55.6% | +413.5% | +386.9% |
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