-43.5%
QS vs UDR
+30.1%
-73.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.5% |
| 7D | +2.2% | -2.1% | +4.3% | +3.7% |
| 30D | -8.1% | -5.6% | -2.4% | -4.5% |
| 3M | -27.0% | -5.8% | -21.2% | -25.0% |
| 6M | -16.4% | -1.1% | -15.3% | -17.5% |
| YTD | -46.4% | +1.6% | -48.0% | -47.9% |
| 1Y | -41.1% | -2.7% | -38.4% | -41.2% |
| 3Y | -18.6% | +6.3% | -24.9% | -25.5% |
| 5Y | -73.0% | -19.3% | -53.7% | -70.8% |
| All | -43.5% | +30.1% | -73.6% | -48.6% |
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