+8.5%
SONY vs UDR
-20.1%
+28.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | -5.8% | -3.4% | -2.4% | -4.4% |
| 30D | -0.4% | -5.4% | +5.0% | +1.9% |
| 3M | +13.3% | -10.0% | +23.3% | +18.1% |
| 6M | +8.5% | -2.5% | +11.0% | +9.1% |
| YTD | -8.1% | -1.1% | -7.0% | -8.3% |
| 1Y | -17.9% | -3.9% | -14.0% | -17.2% |
| 3Y | +41.4% | +3.4% | +38.0% | +36.8% |
| All | +8.5% | -20.1% | +28.6% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling