+233.5%
SPOT vs UDR
+3.3%
+230.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -3.1% | -3.5% | +0.4% | -2.2% |
| 30D | +7.4% | -5.3% | +12.7% | +8.9% |
| 3M | +8.2% | -9.5% | +17.7% | +10.8% |
| 6M | +2.2% | -0.7% | +2.9% | +2.2% |
| YTD | -9.5% | -1.2% | -8.3% | -8.9% |
| 1Y | -23.8% | -5.7% | -18.1% | -22.3% |
| 3Y | +233.5% | +3.7% | +229.7% | +244.5% |
| All | +233.5% | +3.3% | +230.2% | +244.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling