+153.8%
QLD vs UDR
+27.7%
+126.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | -1.2% | -1.8% | +0.6% | -0.5% |
| 30D | -15.7% | +7.9% | -23.6% | -18.5% |
| 3M | -10.0% | -0.8% | -9.2% | -9.9% |
| 6M | -11.2% | 0.0% | -11.2% | -12.7% |
| YTD | +16.4% | +3.7% | +12.6% | +11.5% |
| 1Y | +12.7% | +8.5% | +4.1% | +4.8% |
| All | +153.8% | +27.7% | +126.1% | +123.1% |
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