+93.9%
QQQ vs UDR
-20.3%
+114.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -1.3% | -3.4% | +2.1% | 0.0% |
| 30D | -1.4% | -5.4% | +4.1% | +0.7% |
| 3M | +2.3% | -10.0% | +12.2% | +6.0% |
| 6M | +16.9% | -2.5% | +19.4% | +16.9% |
| YTD | +15.6% | -1.1% | +16.8% | +14.6% |
| 1Y | +22.6% | -3.9% | +26.5% | +22.8% |
| 3Y | +93.5% | +3.4% | +90.1% | +84.4% |
| 5Y | +93.9% | -18.9% | +112.8% | +113.1% |
| All | +93.9% | -20.3% | +114.2% | +113.1% |
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