+4,921.3%
SOXL vs UDR
+47.2%
+4,874.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.3% |
| 7D | +3.9% | -3.5% | +7.3% | +8.1% |
| 30D | -14.3% | -5.3% | -9.0% | -9.3% |
| 3M | -45.6% | -9.5% | -36.1% | -42.2% |
| 6M | +117.2% | -0.7% | +117.8% | +101.8% |
| YTD | +189.8% | -1.2% | +191.0% | +168.2% |
| 1Y | +317.7% | -5.7% | +323.5% | +301.7% |
| 3Y | +478.6% | +3.7% | +474.9% | +403.8% |
| 5Y | +169.5% | -18.9% | +188.4% | +253.8% |
| All | +4,921.3% | +47.2% | +4,874.1% | +4,446.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling