+784.6%
STRL vs UDR
-18.0%
+802.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.6% | +3.8% |
| 7D | -26.9% | +3.0% | -29.9% | -27.8% |
| 30D | -52.7% | +10.3% | -62.9% | -54.5% |
| 3M | -52.8% | -2.9% | -49.9% | -52.6% |
| 6M | -71.5% | +0.3% | -71.8% | -72.0% |
| YTD | -17.4% | +3.8% | -21.2% | -20.4% |
| 1Y | -35.0% | +12.7% | -47.7% | -39.6% |
| 3Y | +239.2% | +27.6% | +211.6% | +192.7% |
| All | +784.6% | -18.0% | +802.6% | +840.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling