+28.2%
POET vs UDR
+47.2%
-19.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +0.4% | -3.5% | +3.8% | +1.9% |
| 30D | -10.4% | -5.3% | -5.1% | -8.3% |
| 3M | -29.3% | -9.5% | -19.8% | -27.0% |
| 6M | +6.9% | -0.7% | +7.5% | +5.8% |
| YTD | +25.6% | -1.2% | +26.8% | +24.4% |
| 1Y | +49.2% | -5.7% | +54.9% | +50.8% |
| 3Y | +128.4% | +3.7% | +124.7% | +121.1% |
| 5Y | -4.2% | -18.9% | +14.7% | -0.4% |
| All | +28.2% | +47.2% | -19.0% | +3.4% |
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