-48.0%
SE vs UDR
+7.9%
-55.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | -22.3% | +6.7% | -29.0% | -22.8% |
| 3M | -41.8% | -1.8% | -40.1% | -41.8% |
| 6M | -22.4% | -1.8% | -20.6% | -22.8% |
| YTD | -41.6% | +2.5% | -44.1% | -41.0% |
| 1Y | -48.0% | +7.9% | -55.9% | -48.0% |
| All | -48.0% | +7.9% | -55.9% | -48.0% |
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