+110.6%
SPOT vs UDR
-20.3%
+130.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -6.9% | -3.4% | -3.5% | -5.5% |
| 30D | +4.1% | -5.4% | +9.6% | +6.7% |
| 3M | +3.7% | -10.0% | +13.7% | +8.3% |
| 6M | -1.6% | -2.5% | +0.9% | -1.1% |
| YTD | -10.2% | -1.1% | -9.0% | -10.2% |
| 1Y | -25.9% | -3.9% | -22.0% | -25.2% |
| 3Y | +235.6% | +3.4% | +232.1% | +220.5% |
| 5Y | +110.6% | -18.9% | +129.5% | +140.0% |
| All | +110.6% | -20.3% | +130.8% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling