+1,514.2%
RF vs UDR
+2,878.3%
-1,364.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | -2.0% | +3.3% | +2.6% |
| 30D | -3.6% | -5.2% | +1.6% | -0.4% |
| 3M | +8.1% | -5.8% | +13.9% | +11.9% |
| 6M | +11.5% | -1.7% | +13.2% | +11.9% |
| YTD | +15.6% | +2.4% | +13.2% | +12.8% |
| 1Y | +15.7% | -2.1% | +17.8% | +15.8% |
| 3Y | +86.9% | +4.2% | +82.7% | +78.2% |
| 5Y | +89.8% | -20.0% | +109.8% | +109.5% |
| 10Y | +344.7% | +44.6% | +300.0% | +226.4% |
| All | +1,514.2% | +2,878.3% | -1,364.1% | +368.5% |
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 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