+21.9%
SU vs UDR
-3.1%
+25.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.3% |
| 7D | +1.7% | -3.4% | +5.0% | +0.9% |
| 30D | +9.6% | -5.4% | +15.1% | +8.4% |
| 3M | +11.7% | -10.0% | +21.7% | +9.0% |
| 6M | +21.9% | -2.5% | +24.5% | +21.8% |
| All | +21.9% | -3.1% | +25.0% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling