-6.7%
SBUX vs UDR
-20.2%
+13.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -5.5% | -3.5% | -2.0% | -3.9% |
| 30D | -8.5% | -5.3% | -3.2% | -6.1% |
| 3M | -2.9% | -9.5% | +6.6% | +1.6% |
| 6M | -1.5% | -0.7% | -0.9% | -1.7% |
| YTD | +19.4% | -1.2% | +20.6% | +19.2% |
| 1Y | +22.9% | -5.7% | +28.7% | +25.4% |
| 3Y | +11.3% | +3.7% | +7.6% | +7.5% |
| All | -6.7% | -20.2% | +13.4% | +3.7% |
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