+40.0%
QSR vs UDR
-20.1%
+60.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -4.7% | -3.4% | -1.3% | -3.6% |
| 30D | +4.3% | -5.4% | +9.7% | +6.3% |
| 3M | +5.4% | -10.0% | +15.4% | +9.2% |
| 6M | +8.2% | -2.5% | +10.7% | +8.9% |
| YTD | +14.1% | -1.1% | +15.2% | +14.3% |
| 1Y | +28.1% | -3.9% | +32.0% | +29.4% |
| 3Y | +25.3% | +3.4% | +21.8% | +22.4% |
| All | +40.0% | -20.1% | +60.2% | +51.7% |
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 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