+519.3%
SONY vs UDR
+2,798.0%
-2,278.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -4.9% | -3.3% | -1.7% | -4.0% |
| 30D | -1.6% | -5.6% | +4.0% | +0.1% |
| 3M | +10.0% | -9.4% | +19.4% | +13.2% |
| 6M | +8.4% | -3.0% | +11.4% | +9.1% |
| YTD | -8.4% | -0.4% | -8.0% | -8.7% |
| 1Y | -18.4% | -5.1% | -13.2% | -17.5% |
| 3Y | +41.0% | +4.2% | +36.8% | +37.7% |
| 5Y | +9.3% | -19.5% | +28.8% | +14.2% |
| 10Y | +281.7% | +47.9% | +233.8% | +221.5% |
| All | +519.3% | +2,798.0% | -2,278.7% | +164.5% |
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