+86.6%
QLD vs UDR
-21.2%
+107.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | +0.2% |
| 7D | +12.5% | -2.4% | +14.9% | +14.5% |
| 30D | -15.7% | +6.7% | -22.4% | -20.0% |
| 3M | -11.9% | -1.8% | -10.1% | -11.3% |
| 6M | -10.3% | -1.8% | -8.5% | -11.3% |
| YTD | +15.6% | +2.5% | +13.1% | +9.2% |
| 1Y | +12.1% | +7.9% | +4.2% | +0.9% |
| 3Y | +150.7% | +25.1% | +125.6% | +86.5% |
| 5Y | +86.6% | -21.2% | +107.8% | +136.7% |
| All | +86.6% | -21.2% | +107.8% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling