+36.3%
S vs UDR
+11.3%
+25.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | -10.8% | +7.9% | -18.7% | -12.7% |
| 3M | +5.4% | -1.5% | +6.9% | +5.5% |
| 6M | +41.2% | +0.9% | +40.3% | +40.8% |
| YTD | +56.2% | +4.0% | +52.2% | +55.0% |
| 1Y | +36.3% | +10.4% | +25.9% | +31.0% |
| All | +36.3% | +11.3% | +25.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling