-15.7%
SHOP vs UDR
-20.7%
+5.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -3.9% |
| 7D | -10.6% | -3.3% | -7.4% | -8.2% |
| 30D | -18.3% | -5.6% | -12.7% | -14.5% |
| 3M | +14.8% | -9.4% | +24.2% | +23.7% |
| 6M | -5.0% | -3.0% | -2.1% | -3.9% |
| YTD | -21.2% | -0.4% | -20.8% | -22.1% |
| 1Y | -11.6% | -5.1% | -6.5% | -9.5% |
| 3Y | +101.2% | +4.2% | +97.0% | +85.2% |
| 5Y | -15.7% | -19.5% | +3.8% | -2.8% |
| All | -15.7% | -20.7% | +5.0% | -2.8% |
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 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