+33,286.3%
SCCO vs UDR
+1,158.4%
+32,127.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | +2.4% | -3.3% | +5.7% | +4.0% |
| 30D | +6.4% | -5.6% | +12.1% | +9.3% |
| 3M | +21.6% | -9.4% | +31.0% | +26.6% |
| 6M | +13.4% | -3.0% | +16.4% | +14.0% |
| YTD | +52.6% | -0.4% | +53.0% | +51.0% |
| 1Y | +122.4% | -5.1% | +127.5% | +124.1% |
| 3Y | +208.5% | +4.2% | +204.2% | +193.5% |
| 5Y | +353.9% | -19.5% | +373.4% | +378.6% |
| 10Y | +1,187.3% | +47.9% | +1,139.4% | +834.1% |
| All | +33,286.3% | +1,158.4% | +32,127.9% | +9,659.6% |
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