+6,352.9%
SO vs UDR
+2,930.5%
+3,422.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | +8.6% | +8.0% | +0.5% | +6.8% |
| 3M | +1.8% | -3.3% | +5.0% | +2.4% |
| 6M | +3.6% | +1.0% | +2.6% | +3.3% |
| YTD | +9.9% | +4.2% | +5.8% | +8.7% |
| 1Y | +5.7% | +10.8% | -5.1% | +3.2% |
| 3Y | +52.5% | +30.1% | +22.4% | +43.3% |
| 5Y | +77.3% | -18.9% | +96.2% | +82.4% |
| 10Y | +186.8% | +53.4% | +133.4% | +163.1% |
| All | +6,352.9% | +2,930.5% | +3,422.4% | +4,356.1% |
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