-20.0%
POET vs UDR
+239.7%
-259.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.8% | -3.5% |
| 7D | +9.7% | -3.3% | +13.0% | +10.2% |
| 30D | -6.5% | -5.6% | -0.9% | -5.9% |
| 3M | -25.7% | -9.4% | -16.3% | -25.1% |
| 6M | +19.6% | -3.0% | +22.5% | +19.6% |
| YTD | +26.4% | -0.4% | +26.8% | +26.0% |
| 1Y | +50.1% | -5.1% | +55.2% | +50.5% |
| 3Y | +127.9% | +4.2% | +123.7% | +126.7% |
| 5Y | -5.9% | -19.5% | +13.6% | -4.8% |
| 10Y | +31.1% | +47.9% | -16.7% | +29.4% |
| All | -20.0% | +239.7% | -259.7% | -7.0% |
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