-29.4%
STZ vs UDR
-18.0%
-11.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +4.9% | +3.0% | +1.9% | +3.7% |
| 30D | +20.9% | +10.3% | +10.6% | +16.4% |
| 3M | +8.0% | -2.9% | +10.9% | +9.3% |
| 6M | -5.3% | +0.3% | -5.6% | -5.4% |
| YTD | +5.9% | +3.8% | +2.1% | +4.0% |
| 1Y | +14.2% | +12.7% | +1.5% | +8.5% |
| 3Y | -37.0% | +27.6% | -64.5% | -42.8% |
| All | -29.4% | -18.0% | -11.4% | -27.1% |
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