+9,127.5%
QLD vs UDR
+233.1%
+8,894.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | -2.0% | +2.6% | +1.9% |
| 30D | -0.1% | -5.2% | +5.1% | +3.3% |
| 3M | -8.4% | -5.8% | -2.6% | -5.8% |
| 6M | +32.2% | -1.7% | +33.9% | +31.6% |
| YTD | +28.9% | +2.4% | +26.5% | +24.3% |
| 1Y | +43.8% | -2.1% | +45.9% | +42.1% |
| 3Y | +176.6% | +4.2% | +172.4% | +159.1% |
| 5Y | +121.6% | -20.0% | +141.6% | +152.5% |
| 10Y | +1,652.9% | +44.6% | +1,608.3% | +1,209.8% |
| All | +9,127.5% | +233.1% | +8,894.4% | +3,275.4% |
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