-14.2%
SOLS vs UDR
-2.2%
-12.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.1% |
| 7D | +3.7% | -3.3% | +7.0% | +3.4% |
| 30D | +5.0% | -5.6% | +10.7% | +4.5% |
| 3M | -21.1% | -9.4% | -11.7% | -21.7% |
| 6M | -14.2% | -3.0% | -11.2% | -13.6% |
| All | -14.2% | -2.2% | -12.0% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling