+309.3%
SPY vs UDR
+53.3%
+256.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +3.3% | -2.4% | +5.7% | +4.2% |
| 30D | -2.7% | +6.7% | -9.4% | -5.2% |
| 3M | -1.7% | -1.8% | 0.0% | -1.3% |
| 6M | +3.1% | -1.8% | +4.9% | +3.2% |
| YTD | +11.9% | +2.5% | +9.4% | +9.7% |
| 1Y | +12.0% | +7.9% | +4.1% | +7.4% |
| 3Y | +78.2% | +25.1% | +53.1% | +58.6% |
| 5Y | +73.2% | -21.2% | +94.4% | +84.2% |
| All | +309.3% | +53.3% | +256.0% | +252.3% |
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