+152.6%
STLA vs UDR
+248.7%
-96.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.6% |
| 7D | -13.1% | -2.4% | -10.7% | -12.1% |
| 30D | -13.3% | +6.7% | -19.9% | -15.7% |
| 3M | -27.9% | -1.8% | -26.1% | -27.4% |
| 6M | -47.8% | -1.8% | -46.1% | -47.6% |
| YTD | -64.6% | +2.5% | -67.1% | -65.1% |
| 1Y | -64.0% | +7.9% | -71.9% | -65.4% |
| 3Y | -76.8% | +25.1% | -101.9% | -79.1% |
| 5Y | -74.2% | -21.2% | -53.0% | -72.2% |
| 10Y | -5.4% | +52.9% | -58.3% | -19.1% |
| All | +152.6% | +248.7% | -96.2% | +93.2% |
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 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