+6,277.0%
SO vs UDR
+2,882.6%
+3,394.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.9% | -2.4% | +1.4% | -0.4% |
| 30D | +4.9% | +6.7% | -1.7% | +3.5% |
| 3M | +0.8% | -1.8% | +2.5% | +1.1% |
| 6M | +0.6% | -1.8% | +2.4% | +0.9% |
| YTD | +8.7% | +2.5% | +6.1% | +7.8% |
| 1Y | +4.0% | +7.9% | -3.9% | +2.1% |
| 3Y | +50.6% | +25.1% | +25.5% | +42.7% |
| 5Y | +77.5% | -21.2% | +98.7% | +83.7% |
| 10Y | +192.0% | +52.9% | +139.0% | +168.2% |
| All | +6,277.0% | +2,882.6% | +3,394.5% | +4,318.6% |
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 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