+958.5%
SLB vs UDR
+2,878.3%
-1,919.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +0.8% | -2.0% | +2.8% | +1.6% |
| 30D | +15.8% | -5.2% | +21.0% | +18.0% |
| 3M | -0.3% | -5.8% | +5.4% | +1.5% |
| 6M | +21.3% | -1.7% | +23.0% | +21.5% |
| YTD | +52.3% | +2.4% | +49.9% | +50.0% |
| 1Y | +63.6% | -2.1% | +65.7% | +63.6% |
| 3Y | +3.8% | +4.2% | -0.4% | +0.5% |
| 5Y | +128.6% | -20.0% | +148.6% | +140.3% |
| 10Y | -3.1% | +44.6% | -47.7% | -18.1% |
| All | +958.5% | +2,878.3% | -1,919.8% | +377.4% |
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