-47.7%
QS vs UDR
+26.6%
-74.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.3% |
| 7D | -5.0% | -3.4% | -1.6% | -2.6% |
| 30D | -18.3% | -5.4% | -12.9% | -15.2% |
| 3M | -26.0% | -10.0% | -16.0% | -21.3% |
| 6M | -24.0% | -2.5% | -21.5% | -24.2% |
| YTD | -50.3% | -1.1% | -49.2% | -50.8% |
| 1Y | -38.0% | -3.9% | -34.1% | -37.5% |
| 3Y | -24.6% | +3.4% | -28.0% | -29.6% |
| 5Y | -75.4% | -18.9% | -56.5% | -73.1% |
| All | -47.7% | +26.6% | -74.3% | -51.5% |
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