+19,359.6%
STRL vs UDR
+2,636.3%
+16,723.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.4% | -2.0% | +5.4% | +4.2% |
| 30D | -9.2% | -5.2% | -4.0% | -7.5% |
| 3M | -51.0% | -5.8% | -45.3% | -50.4% |
| 6M | +15.8% | -1.7% | +17.5% | +15.6% |
| YTD | +58.9% | +2.4% | +56.5% | +55.6% |
| 1Y | +68.5% | -2.1% | +70.6% | +67.3% |
| 3Y | +485.2% | +4.2% | +481.0% | +462.2% |
| 5Y | +2,005.1% | -20.0% | +2,025.1% | +2,106.9% |
| 10Y | +7,118.0% | +44.6% | +7,073.3% | +5,904.7% |
| All | +19,359.6% | +2,636.3% | +16,723.3% | +9,652.0% |
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