+1,628.2%
QLD vs UDR
+43.5%
+1,584.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -2.0% | +2.6% | +2.0% |
| 30D | -0.1% | -5.2% | +5.1% | +3.5% |
| 3M | -8.4% | -5.8% | -2.6% | -5.7% |
| 6M | +32.2% | -1.7% | +33.9% | +31.4% |
| YTD | +28.9% | +2.4% | +26.5% | +23.8% |
| 1Y | +43.8% | -2.1% | +45.9% | +41.8% |
| 3Y | +176.6% | +4.2% | +172.4% | +157.1% |
| 5Y | +121.6% | -20.0% | +141.6% | +152.8% |
| All | +1,628.2% | +43.5% | +1,584.8% | +1,385.2% |
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