+250.1%
SPOT vs UDR
+36.7%
+213.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -6.9% | -3.4% | -3.5% | -6.0% |
| 30D | +4.1% | -5.4% | +9.6% | +5.6% |
| 3M | +3.7% | -10.0% | +13.7% | +6.4% |
| 6M | -1.6% | -2.5% | +0.9% | -1.3% |
| YTD | -10.2% | -1.1% | -9.0% | -10.1% |
| 1Y | -25.9% | -3.9% | -22.0% | -25.4% |
| 3Y | +235.6% | +3.4% | +232.1% | +229.4% |
| 5Y | +110.6% | -18.9% | +129.5% | +116.5% |
| All | +250.1% | +36.7% | +213.4% | +238.1% |
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