+2,533.2%
SHEL vs UDR
+2,798.0%
-264.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.9% |
| 7D | +3.0% | -3.3% | +6.3% | +4.0% |
| 30D | +7.2% | -5.6% | +12.9% | +9.0% |
| 3M | +12.9% | -9.4% | +22.3% | +16.0% |
| 6M | +13.7% | -3.0% | +16.7% | +14.1% |
| YTD | +33.7% | -0.4% | +34.1% | +33.0% |
| 1Y | +37.9% | -5.1% | +43.0% | +38.9% |
| 3Y | +70.2% | +4.2% | +66.0% | +64.9% |
| 5Y | +192.3% | -19.5% | +211.9% | +201.8% |
| 10Y | +207.3% | +47.9% | +159.4% | +162.7% |
| All | +2,533.2% | +2,798.0% | -264.8% | +1,134.3% |
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 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