+207.4%
SHEL vs UDR
+47.3%
+160.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +3.9% | -3.4% | +7.3% | +5.2% |
| 30D | +7.0% | -5.4% | +12.4% | +9.1% |
| 3M | +12.5% | -10.0% | +22.5% | +16.6% |
| 6M | +14.8% | -2.5% | +17.3% | +15.1% |
| YTD | +34.2% | -1.1% | +35.3% | +33.6% |
| 1Y | +37.0% | -3.9% | +40.9% | +37.6% |
| 3Y | +70.9% | +3.4% | +67.4% | +63.7% |
| 5Y | +192.5% | -18.9% | +211.4% | +204.6% |
| All | +207.4% | +47.3% | +160.1% | +185.8% |
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 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