-61.8%
STLA vs UDR
+9.8%
-71.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -11.6% | -1.8% | -9.8% | -11.0% |
| 30D | -6.2% | +7.9% | -14.1% | -9.0% |
| 3M | -24.6% | -0.8% | -23.8% | -24.7% |
| 6M | -44.9% | 0.0% | -44.9% | -45.2% |
| YTD | -62.3% | +3.7% | -66.0% | -63.7% |
| 1Y | -61.8% | +8.5% | -70.3% | -64.2% |
| All | -61.8% | +9.8% | -71.6% | -64.2% |
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