+855.4%
PODD vs UDR
+187.4%
+668.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.7% |
| 7D | +4.1% | -0.4% | +4.5% | +4.3% |
| 30D | +13.9% | +7.8% | +6.1% | +9.8% |
| 3M | +4.1% | -2.8% | +6.9% | +5.7% |
| 6M | +2.4% | -1.4% | +3.9% | +3.3% |
| YTD | -46.4% | +3.4% | -49.8% | -47.3% |
| 1Y | -54.2% | +9.9% | -64.0% | -56.3% |
| 3Y | -6.9% | +28.5% | -35.4% | -18.5% |
| 5Y | -51.6% | -20.5% | -31.1% | -46.7% |
| 10Y | +329.3% | +54.2% | +275.0% | +210.8% |
| All | +855.4% | +187.4% | +668.0% | +246.2% |
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