-2.6%
SLB vs UDR
+44.7%
-47.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.9% |
| 7D | -1.9% | -3.3% | +1.4% | -0.2% |
| 30D | +7.8% | -5.6% | +13.4% | +10.8% |
| 3M | +2.7% | -9.4% | +12.1% | +7.3% |
| 6M | +22.2% | -3.0% | +25.1% | +22.9% |
| YTD | +51.1% | -0.4% | +51.5% | +49.7% |
| 1Y | +63.3% | -5.1% | +68.5% | +65.6% |
| 3Y | +2.4% | +4.2% | -1.8% | -2.5% |
| 5Y | +139.3% | -19.5% | +158.9% | +155.7% |
| 10Y | -2.6% | +47.9% | -50.5% | -15.3% |
| All | -2.6% | +44.7% | -47.3% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling