-11.2%
SHOP vs UDR
-20.8%
+9.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -14.7% | +7.8% | -22.5% | -19.8% |
| 3M | -7.2% | -2.8% | -4.4% | -5.3% |
| 6M | +54.2% | -1.4% | +55.6% | +54.7% |
| YTD | -8.6% | +3.4% | -12.0% | -12.5% |
| 1Y | +0.5% | +9.9% | -9.4% | -8.8% |
| 3Y | +135.9% | +28.5% | +107.4% | +77.1% |
| All | -11.2% | -20.8% | +9.6% | 0.0% |
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