-94.7%
SQQQ vs UDR
-20.1%
-74.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +2.4% |
| 7D | +4.1% | -3.4% | +7.5% | +0.2% |
| 30D | +4.6% | -5.4% | +10.0% | -1.8% |
| 3M | -10.4% | -10.0% | -0.4% | -21.4% |
| 6M | -42.1% | -2.5% | -39.6% | -43.9% |
| YTD | -40.3% | -1.1% | -39.2% | -41.1% |
| 1Y | -50.2% | -3.9% | -46.3% | -52.9% |
| 3Y | -89.4% | +3.4% | -92.8% | -87.6% |
| All | -94.7% | -20.1% | -74.5% | -94.9% |
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