+5,976.4%
SO vs UDR
+2,878.3%
+3,098.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -0.2% | -2.0% | +1.8% | +0.3% |
| 30D | -4.6% | -5.2% | +0.6% | -3.5% |
| 3M | -3.0% | -5.8% | +2.7% | -1.8% |
| 6M | -8.3% | -1.7% | -6.6% | -8.0% |
| YTD | +3.5% | +2.4% | +1.2% | +2.8% |
| 1Y | -0.9% | -2.1% | +1.2% | -0.8% |
| 3Y | +45.4% | +4.2% | +41.1% | +42.9% |
| 5Y | +59.6% | -20.0% | +79.6% | +64.7% |
| 10Y | +156.6% | +44.6% | +112.0% | +137.7% |
| All | +5,976.4% | +2,878.3% | +3,098.1% | +4,112.6% |
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