-47.8%
STLA vs UDR
-1.5%
-46.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.7% |
| 7D | -13.1% | -2.4% | -10.7% | -12.4% |
| 30D | -13.3% | +6.7% | -19.9% | -15.3% |
| 3M | -27.9% | -1.8% | -26.1% | -28.2% |
| 6M | -47.8% | -1.8% | -46.1% | -47.4% |
| All | -47.8% | -1.5% | -46.3% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling