+515.0%
STRL vs UDR
+6.2%
+508.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.4% | -2.0% | +5.4% | +4.0% |
| 30D | -9.2% | -5.2% | -4.0% | -7.9% |
| 3M | -51.0% | -5.8% | -45.3% | -50.7% |
| 6M | +15.8% | -1.7% | +17.5% | +14.6% |
| YTD | +58.9% | +2.4% | +56.5% | +54.2% |
| 1Y | +68.5% | -2.1% | +70.6% | +66.8% |
| All | +515.0% | +6.2% | +508.8% | +502.3% |
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