+552.9%
QQQ vs UDR
+47.3%
+505.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -1.3% | -3.4% | +2.1% | -0.1% |
| 30D | -1.4% | -5.4% | +4.1% | +0.5% |
| 3M | +2.3% | -10.0% | +12.2% | +5.7% |
| 6M | +16.9% | -2.5% | +19.4% | +17.1% |
| YTD | +15.6% | -1.1% | +16.8% | +15.0% |
| 1Y | +22.6% | -3.9% | +26.5% | +22.9% |
| 3Y | +93.5% | +3.4% | +90.1% | +86.6% |
| 5Y | +93.9% | -18.9% | +112.8% | +102.6% |
| All | +552.9% | +47.3% | +505.6% | +484.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling