+9,818.1%
STZ vs UDR
+2,178.6%
+7,639.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -2.0% | +0.1% | -1.4% |
| 30D | -1.9% | -5.2% | +3.3% | -0.3% |
| 3M | -6.2% | -5.8% | -0.5% | -4.6% |
| 6M | -14.0% | -1.7% | -12.3% | -13.7% |
| YTD | -5.1% | +2.4% | -7.5% | -6.0% |
| 1Y | -9.6% | -2.1% | -7.5% | -9.3% |
| 3Y | -47.2% | +4.2% | -51.4% | -48.3% |
| 5Y | -33.6% | -20.0% | -13.6% | -30.6% |
| 10Y | -9.8% | +44.6% | -54.4% | -20.5% |
| All | +9,818.1% | +2,178.6% | +7,639.5% | +6,204.3% |
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