+1,569.6%
QQQ vs UDR
+1,466.1%
+103.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +1.5% | -2.1% | +3.6% | +2.2% |
| 30D | -0.6% | -5.6% | +5.0% | +1.3% |
| 3M | +0.4% | -5.8% | +6.2% | +2.1% |
| 6M | +20.1% | -1.1% | +21.2% | +19.8% |
| YTD | +17.2% | +1.6% | +15.6% | +15.6% |
| 1Y | +24.7% | -2.7% | +27.4% | +24.6% |
| 3Y | +96.2% | +6.3% | +89.9% | +88.0% |
| 5Y | +94.4% | -19.3% | +113.7% | +103.4% |
| 10Y | +556.7% | +46.0% | +510.7% | +440.3% |
| All | +1,569.6% | +1,466.1% | +103.5% | +418.7% |
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 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