+562.3%
SE vs UDR
+26.1%
+536.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -4.8% | -3.4% | -1.4% | -3.3% |
| 30D | -18.1% | -5.4% | -12.7% | -16.1% |
| 3M | +30.6% | -10.0% | +40.6% | +36.3% |
| 6M | +20.8% | -2.5% | +23.3% | +21.3% |
| YTD | -15.6% | -1.1% | -14.5% | -16.0% |
| 1Y | -44.2% | -3.9% | -40.3% | -43.9% |
| 3Y | +181.5% | +3.4% | +178.1% | +169.6% |
| 5Y | -66.9% | -18.9% | -48.0% | -64.6% |
| All | +562.3% | +26.1% | +536.2% | +476.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling