+3,094.0%
SPY vs UDR
+1,700.6%
+1,393.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +0.1% | -5.2% | +5.2% | +1.8% |
| 3M | +2.0% | -5.8% | +7.8% | +3.7% |
| 6M | +13.0% | -1.7% | +14.7% | +13.1% |
| YTD | +13.5% | +2.4% | +11.2% | +12.0% |
| 1Y | +20.0% | -2.1% | +22.1% | +19.8% |
| 3Y | +77.2% | +4.2% | +73.0% | +71.8% |
| 5Y | +81.9% | -20.0% | +101.9% | +90.6% |
| 10Y | +314.1% | +44.6% | +269.4% | +249.1% |
| All | +3,094.0% | +1,700.6% | +1,393.4% | +1,333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling