-48.8%
SE vs UDR
+14.9%
-63.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +4.1% |
| 7D | +6.7% | +7.2% | -0.6% | +6.2% |
| 30D | -17.2% | +10.5% | -27.7% | -17.8% |
| 3M | -28.0% | -2.3% | -25.8% | -28.0% |
| 6M | -6.1% | +4.0% | -10.1% | -7.3% |
| YTD | -37.1% | +5.6% | -42.8% | -36.5% |
| 1Y | -48.8% | +13.0% | -61.8% | -47.8% |
| All | -48.8% | +14.9% | -63.7% | -47.8% |
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