+1,418.0%
QLD vs UDR
+54.2%
+1,363.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | -1.4% | +2.2% | -3.7% | -2.9% |
| 30D | -19.6% | +8.0% | -27.6% | -24.1% |
| 3M | -14.1% | -3.3% | -10.9% | -12.7% |
| 6M | -13.6% | +1.0% | -14.7% | -16.0% |
| YTD | +12.5% | +4.2% | +8.4% | +6.3% |
| 1Y | +13.1% | +10.8% | +2.3% | +1.8% |
| 3Y | +154.7% | +30.1% | +124.6% | +99.6% |
| 5Y | +81.1% | -18.9% | +100.0% | +104.3% |
| 10Y | +1,418.0% | +53.4% | +1,364.6% | +1,162.3% |
| All | +1,418.0% | +54.2% | +1,363.8% | +1,162.3% |
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