+29.7%
Q vs UDR
+3.3%
+26.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.4% |
| 7D | +6.7% | -2.1% | +8.8% | +7.0% |
| 30D | -10.6% | -5.6% | -5.0% | -9.9% |
| 3M | -14.6% | -5.8% | -8.8% | -15.0% |
| 6M | +12.1% | -1.1% | +13.2% | +9.2% |
| YTD | +51.3% | +1.6% | +49.7% | +46.7% |
| All | +29.7% | +3.3% | +26.4% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling