+107.7%
SHOP vs UDR
+6.2%
+101.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.8% | -7.1% |
| 7D | -4.1% | -2.1% | -2.0% | -2.9% |
| 30D | -11.5% | -5.6% | -5.9% | -8.4% |
| 3M | +21.1% | -5.8% | +26.8% | +25.3% |
| 6M | +3.0% | -1.1% | +4.1% | +2.8% |
| YTD | -16.7% | +1.6% | -18.3% | -18.4% |
| 1Y | -8.3% | -2.7% | -5.6% | -7.6% |
| All | +107.7% | +6.2% | +101.5% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling