-100.0%
QID vs UDR
+212.3%
-312.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.2% |
| 7D | -2.7% | -2.1% | -0.7% | -4.1% |
| 30D | +1.8% | -5.6% | +7.4% | -2.0% |
| 3M | -2.2% | -5.8% | +3.6% | -6.3% |
| 6M | -32.1% | -1.1% | -31.0% | -32.7% |
| YTD | -28.6% | +1.6% | -30.2% | -27.7% |
| 1Y | -36.3% | -2.7% | -33.7% | -37.4% |
| 3Y | -74.4% | +6.3% | -80.7% | -71.7% |
| 5Y | -80.8% | -19.3% | -61.4% | -80.3% |
| 10Y | -99.1% | +46.0% | -145.1% | -98.4% |
| All | -100.0% | +212.3% | -312.3% | -99.9% |
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 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