-64.0%
STLA vs UDR
+9.0%
-73.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -13.8% | -0.4% | -13.4% | -13.6% |
| 30D | -10.5% | +7.8% | -18.3% | -13.2% |
| 3M | -28.9% | -2.8% | -26.1% | -28.4% |
| 6M | -49.7% | -1.4% | -48.3% | -49.7% |
| YTD | -64.9% | +3.4% | -68.3% | -66.2% |
| 1Y | -64.0% | +9.9% | -73.9% | -66.5% |
| All | -64.0% | +9.0% | -73.1% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling