+139.4%
QLD vs UDR
+25.4%
+114.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.0% |
| 7D | -10.3% | +3.0% | -13.3% | -11.3% |
| 30D | -26.1% | +10.3% | -36.3% | -29.2% |
| 3M | -17.8% | -2.9% | -14.8% | -16.8% |
| 6M | -15.6% | +0.3% | -15.9% | -17.1% |
| YTD | +5.4% | +3.8% | +1.6% | +0.9% |
| 1Y | +5.2% | +12.7% | -7.5% | -4.6% |
| 3Y | +139.4% | +27.6% | +111.9% | +110.2% |
| All | +139.4% | +25.4% | +114.1% | +110.2% |
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 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