+11,174.7%
STZ vs UDR
+2,237.5%
+8,937.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | +11.8% | +4.5% | +7.3% | +10.4% |
| 30D | +26.0% | +9.6% | +16.4% | +22.7% |
| 3M | +11.5% | -2.7% | +14.3% | +12.5% |
| 6M | -2.0% | +1.8% | -3.7% | -2.4% |
| YTD | +7.9% | +5.0% | +2.8% | +6.1% |
| 1Y | +13.9% | +12.1% | +1.8% | +10.0% |
| 3Y | -35.8% | +26.2% | -62.0% | -40.3% |
| 5Y | -28.4% | -17.6% | -10.8% | -25.8% |
| 10Y | +7.1% | +54.2% | -47.1% | -7.1% |
| All | +11,174.7% | +2,237.5% | +8,937.1% | +7,016.1% |
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 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