-99.5%
SPXU vs UDR
+47.3%
-146.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +1.0% |
| 7D | +6.4% | -3.4% | +9.7% | +2.3% |
| 30D | +5.9% | -5.4% | +11.4% | -0.6% |
| 3M | -11.7% | -10.0% | -1.7% | -22.1% |
| 6M | -28.7% | -2.5% | -26.1% | -30.6% |
| YTD | -26.4% | -1.1% | -25.2% | -26.9% |
| 1Y | -35.2% | -3.9% | -31.3% | -37.8% |
| 3Y | -79.8% | +3.4% | -83.2% | -76.2% |
| 5Y | -86.1% | -18.9% | -67.2% | -85.0% |
| All | -99.5% | +47.3% | -146.8% | -98.7% |
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 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