+62.5%
SLB vs UDR
-18.0%
+80.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.0% |
| 7D | -7.1% | +3.0% | -10.1% | -8.1% |
| 30D | +4.1% | +10.3% | -6.2% | +0.4% |
| 3M | -2.6% | -2.9% | +0.3% | -1.9% |
| 6M | -8.6% | +0.3% | -8.9% | -9.2% |
| YTD | +32.2% | +3.8% | +28.4% | +29.3% |
| 1Y | +40.7% | +12.7% | +27.9% | +33.3% |
| 3Y | -4.5% | +27.6% | -32.1% | -12.8% |
| All | +62.5% | -18.0% | +80.5% | +67.7% |
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 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