+7.1%
QLD vs UDR
+11.3%
-4.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +2.0% | -5.8% | -3.5% |
| 30D | -20.5% | +7.9% | -28.4% | -19.6% |
| 3M | -14.6% | -1.5% | -13.2% | -14.6% |
| 6M | -14.7% | +0.9% | -15.6% | -16.1% |
| YTD | +11.2% | +4.0% | +7.2% | +9.9% |
| 1Y | +7.1% | +10.4% | -3.3% | +4.1% |
| All | +7.1% | +11.3% | -4.2% | +4.1% |
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 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