-74.4%
STLA vs UDR
+28.9%
-103.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -4.9% | +2.0% | -6.9% | -5.9% |
| 30D | -4.9% | +7.9% | -12.8% | -8.9% |
| 3M | -23.7% | -1.5% | -22.2% | -23.2% |
| 6M | -45.0% | +0.9% | -45.9% | -45.6% |
| YTD | -60.9% | +4.0% | -64.9% | -62.2% |
| 1Y | -58.9% | +10.4% | -69.3% | -61.8% |
| 3Y | -74.4% | +26.9% | -101.4% | -77.5% |
| All | -74.4% | +28.9% | -103.3% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling