+7,677.9%
STLD vs UDR
+1,209.0%
+6,468.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -9.7% | +2.2% | -11.9% | -10.9% |
| 30D | -4.5% | +8.0% | -12.6% | -9.0% |
| 3M | -13.1% | -3.3% | -9.8% | -11.9% |
| 6M | -2.8% | +1.0% | -3.8% | -4.3% |
| YTD | +35.3% | +4.2% | +31.2% | +30.5% |
| 1Y | +51.4% | +10.8% | +40.5% | +40.7% |
| 3Y | +117.9% | +30.1% | +87.8% | +79.8% |
| 5Y | +272.6% | -18.9% | +291.5% | +297.4% |
| 10Y | +782.2% | +53.4% | +728.8% | +503.7% |
| All | +7,677.9% | +1,209.0% | +6,468.9% | +1,753.0% |
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