-73.0%
QID vs UDR
+3.4%
-76.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.0% |
| 7D | +2.7% | -3.4% | +6.1% | +1.2% |
| 30D | +3.3% | -5.4% | +8.8% | +0.8% |
| 3M | -5.5% | -10.0% | +4.4% | -10.1% |
| 6M | -28.4% | -2.5% | -25.9% | -28.6% |
| YTD | -26.6% | -1.1% | -25.4% | -26.0% |
| 1Y | -34.1% | -3.9% | -30.2% | -35.0% |
| All | -73.0% | +3.4% | -76.4% | -72.1% |
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