+43,351.9%
SBUX vs UDR
+2,123.1%
+41,228.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +14.8% | +7.8% | +7.1% | +11.5% |
| 3M | -0.8% | -2.8% | +2.0% | +0.3% |
| 6M | +2.2% | -1.4% | +3.7% | +2.6% |
| YTD | +29.5% | +3.4% | +26.1% | +27.1% |
| 1Y | +27.0% | +9.9% | +17.2% | +21.7% |
| 3Y | +10.9% | +28.5% | -17.6% | -1.0% |
| 5Y | +7.4% | -20.5% | +27.9% | +14.9% |
| 10Y | +146.3% | +54.2% | +92.1% | +98.2% |
| All | +43,351.9% | +2,123.1% | +41,228.8% | +13,562.6% |
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