-12.4%
SOUN vs UDR
-23.0%
+10.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | -4.1% | -2.1% | -2.0% | -2.7% |
| 30D | -18.1% | -5.6% | -12.5% | -14.8% |
| 3M | -12.3% | -5.8% | -6.5% | -9.8% |
| 6M | -18.6% | -1.1% | -17.5% | -19.9% |
| YTD | -34.1% | +1.6% | -35.7% | -36.7% |
| 1Y | -57.0% | -2.7% | -54.4% | -57.5% |
| 3Y | +185.7% | +6.3% | +179.4% | +155.4% |
| All | -12.4% | -23.0% | +10.6% | +26.6% |
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