+33.8%
SOLS vs UDR
+2.8%
+30.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +4.5% | -2.1% | +6.6% | +4.5% |
| 30D | +6.0% | -5.6% | +11.6% | +6.0% |
| 3M | -19.7% | -5.8% | -13.9% | -20.0% |
| 6M | -10.4% | -1.1% | -9.3% | -12.0% |
| YTD | +33.3% | +1.6% | +31.6% | +29.7% |
| All | +33.8% | +2.8% | +30.9% | +27.6% |
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