+11,482.4%
STRL vs UDR
+2,680.5%
+8,801.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -19.8% | +2.0% | -21.9% | -20.7% |
| 30D | -43.6% | +7.9% | -51.5% | -45.5% |
| 3M | -45.2% | -1.5% | -43.7% | -45.4% |
| 6M | -65.7% | +0.9% | -66.6% | -66.4% |
| YTD | -5.4% | +4.0% | -9.5% | -8.6% |
| 1Y | -24.7% | +10.4% | -35.1% | -28.9% |
| 3Y | +335.0% | +26.9% | +308.1% | +284.8% |
| 5Y | +915.3% | -19.4% | +934.7% | +954.6% |
| 10Y | +3,877.5% | +57.0% | +3,820.5% | +3,099.0% |
| All | +11,482.4% | +2,680.5% | +8,801.9% | +5,625.7% |
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