+589.4%
SE vs UDR
+30.6%
+558.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -2.0% | -4.1% | -5.2% |
| 30D | -2.5% | -5.2% | +2.7% | -0.2% |
| 3M | +21.7% | -5.8% | +27.5% | +24.4% |
| 6M | +27.0% | -1.7% | +28.7% | +27.1% |
| YTD | -12.1% | +2.4% | -14.5% | -13.9% |
| 1Y | -40.9% | -2.1% | -38.8% | -41.0% |
| 3Y | +191.0% | +4.2% | +186.8% | +178.0% |
| 5Y | -68.3% | -20.0% | -48.3% | -66.1% |
| All | +589.4% | +30.6% | +558.8% | +490.5% |
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