+58.7%
SO vs UDR
-18.0%
+76.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +1.0% | -2.1% | +3.1% | +1.8% |
| 30D | -3.2% | -5.6% | +2.4% | -1.1% |
| 3M | -1.7% | -5.8% | +4.1% | +0.4% |
| 6M | -7.2% | -1.1% | -6.1% | -7.0% |
| YTD | +4.6% | +1.6% | +3.0% | +3.4% |
| 1Y | +1.2% | -2.7% | +3.9% | +1.6% |
| 3Y | +45.3% | +6.3% | +39.0% | +39.0% |
| 5Y | +58.7% | -19.3% | +78.0% | +66.6% |
| All | +58.7% | -18.0% | +76.7% | +66.6% |
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