+139.2%
SLB vs UDR
-18.0%
+157.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.4% | -2.1% | +2.5% | +1.2% |
| 30D | +13.6% | -5.6% | +19.2% | +15.8% |
| 3M | +1.5% | -5.8% | +7.3% | +3.3% |
| 6M | +23.0% | -1.1% | +24.1% | +22.7% |
| YTD | +51.2% | +1.6% | +49.6% | +49.2% |
| 1Y | +63.5% | -2.7% | +66.2% | +63.7% |
| 3Y | +2.5% | +6.3% | -3.8% | -0.2% |
| 5Y | +139.2% | -19.3% | +158.5% | +158.2% |
| All | +139.2% | -18.0% | +157.2% | +158.2% |
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