+8,434.7%
SHOP vs UDR
+66.3%
+8,368.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -2.0% | -3.1% | -4.3% |
| 30D | +0.6% | -5.2% | +5.8% | +3.0% |
| 3M | +25.0% | -5.8% | +30.8% | +28.2% |
| 6M | +11.9% | -1.7% | +13.6% | +12.2% |
| YTD | -9.9% | +2.4% | -12.2% | -11.3% |
| 1Y | 0.0% | -2.1% | +2.1% | +0.1% |
| 3Y | +117.5% | +4.2% | +113.3% | +111.9% |
| 5Y | -6.6% | -20.0% | +13.3% | -0.5% |
| 10Y | +3,320.3% | +44.6% | +3,275.7% | +3,089.0% |
| All | +8,434.7% | +66.3% | +8,368.4% | +8,207.8% |
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 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