-33.4%
QID vs UDR
-3.7%
-29.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +2.7% | -3.4% | +6.1% | +3.2% |
| 30D | +3.3% | -5.4% | +8.8% | +4.1% |
| 3M | -5.5% | -10.0% | +4.4% | -4.2% |
| 6M | -28.4% | -2.5% | -25.9% | -26.1% |
| YTD | -26.6% | -1.1% | -25.4% | -25.1% |
| All | -33.4% | -3.7% | -29.7% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling