+7,443.4%
QLD vs UDR
+237.7%
+7,205.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | -10.3% | +3.0% | -13.3% | -12.0% |
| 30D | -26.1% | +10.3% | -36.3% | -31.0% |
| 3M | -17.8% | -2.9% | -14.8% | -16.6% |
| 6M | -15.6% | +0.3% | -15.9% | -17.3% |
| YTD | +5.4% | +3.8% | +1.6% | +0.2% |
| 1Y | +5.2% | +12.7% | -7.5% | -5.6% |
| 3Y | +139.4% | +27.6% | +111.9% | +95.1% |
| 5Y | +66.7% | -18.6% | +85.3% | +87.3% |
| 10Y | +1,422.1% | +52.4% | +1,369.7% | +995.9% |
| All | +7,443.4% | +237.7% | +7,205.7% | +2,620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling