+263.8%
STLA vs UDR
+248.2%
+15.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +2.6% | -2.0% | +4.6% | +3.5% |
| 30D | -1.2% | -5.2% | +3.9% | +1.0% |
| 3M | -24.8% | -5.8% | -19.0% | -23.0% |
| 6M | -25.6% | -1.7% | -23.9% | -25.2% |
| YTD | -48.9% | +2.4% | -51.3% | -49.7% |
| 1Y | -38.8% | -2.1% | -36.7% | -38.7% |
| 3Y | -64.5% | +4.2% | -68.7% | -65.6% |
| 5Y | -62.4% | -20.0% | -42.4% | -59.9% |
| 10Y | +55.4% | +44.6% | +10.7% | +34.9% |
| All | +263.8% | +248.2% | +15.6% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling