+16,011.1%
STX vs UDR
+585.6%
+15,425.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | -2.0% | +4.3% | +3.2% |
| 30D | +1.4% | -5.2% | +6.6% | +3.5% |
| 3M | -8.2% | -5.8% | -2.4% | -7.0% |
| 6M | +127.0% | -1.7% | +128.7% | +125.2% |
| YTD | +209.1% | +2.4% | +206.8% | +199.8% |
| 1Y | +365.4% | -2.1% | +367.5% | +357.0% |
| 3Y | +1,135.4% | +4.2% | +1,131.2% | +1,068.4% |
| 5Y | +991.5% | -20.0% | +1,011.5% | +1,043.7% |
| 10Y | +3,695.8% | +44.6% | +3,651.2% | +2,858.8% |
| All | +16,011.1% | +585.6% | +15,425.5% | +5,175.9% |
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