+2,502.1%
SOXX vs UDR
+728.0%
+1,774.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +3.0% | -3.4% | +6.4% | +4.4% |
| 30D | -3.1% | -5.4% | +2.3% | -1.1% |
| 3M | -4.4% | -10.0% | +5.6% | -1.1% |
| 6M | +52.9% | -2.5% | +55.4% | +52.7% |
| YTD | +72.0% | -1.1% | +73.1% | +70.5% |
| 1Y | +105.1% | -3.9% | +109.0% | +104.8% |
| 3Y | +220.6% | +3.4% | +217.2% | +207.8% |
| 5Y | +244.8% | -18.9% | +263.7% | +262.9% |
| 10Y | +1,537.1% | +46.8% | +1,490.3% | +1,211.1% |
| All | +2,502.1% | +728.0% | +1,774.1% | +604.7% |
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