-99.1%
QID vs UDR
+47.3%
-146.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +1.8% |
| 7D | +2.7% | -3.4% | +6.1% | +0.4% |
| 30D | +3.3% | -5.4% | +8.8% | -0.6% |
| 3M | -5.5% | -10.0% | +4.4% | -12.5% |
| 6M | -28.4% | -2.5% | -25.9% | -29.6% |
| YTD | -26.6% | -1.1% | -25.4% | -26.9% |
| 1Y | -34.1% | -3.9% | -30.2% | -35.8% |
| 3Y | -73.7% | +3.4% | -77.1% | -71.2% |
| 5Y | -80.7% | -18.9% | -61.8% | -80.1% |
| All | -99.1% | +47.3% | -146.4% | -98.6% |
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