+3,036.2%
SPY vs UDR
+1,718.7%
+1,317.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | -2.0% | +7.8% | -9.7% | -4.4% |
| 3M | -2.8% | -2.8% | 0.0% | -2.0% |
| 6M | +2.1% | -1.4% | +3.6% | +2.1% |
| YTD | +11.5% | +3.4% | +8.1% | +9.5% |
| 1Y | +13.5% | +9.9% | +3.6% | +9.1% |
| 3Y | +77.7% | +28.5% | +49.2% | +60.9% |
| 5Y | +72.6% | -20.5% | +93.1% | +81.1% |
| 10Y | +308.2% | +54.2% | +253.9% | +237.4% |
| All | +3,036.2% | +1,718.7% | +1,317.5% | +1,301.3% |
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 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