-67.0%
SE vs UDR
-18.0%
-49.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.8% |
| 30D | -0.1% | -5.6% | +5.5% | +3.2% |
| 3M | +34.1% | -5.8% | +39.9% | +38.0% |
| 6M | +23.2% | -1.1% | +24.3% | +22.6% |
| YTD | -11.2% | +1.6% | -12.8% | -13.4% |
| 1Y | -40.5% | -2.7% | -37.9% | -40.6% |
| 3Y | +196.3% | +6.3% | +190.0% | +169.9% |
| 5Y | -67.0% | -19.3% | -47.7% | -63.1% |
| All | -67.0% | -18.0% | -49.0% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling