+62,704.0%
SU vs UDR
+2,776.7%
+59,927.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | -3.4% | +5.0% | +2.1% |
| 30D | +9.6% | -5.4% | +15.1% | +10.4% |
| 3M | +11.7% | -10.0% | +21.7% | +13.2% |
| 6M | +21.9% | -2.5% | +24.5% | +22.0% |
| YTD | +58.6% | -1.1% | +59.8% | +58.5% |
| 1Y | +66.5% | -3.9% | +70.4% | +66.8% |
| 3Y | +121.4% | +3.4% | +118.0% | +118.9% |
| 5Y | +355.7% | -18.9% | +374.6% | +362.8% |
| 10Y | +264.2% | +46.8% | +217.4% | +251.9% |
| All | +62,704.0% | +2,776.7% | +59,927.3% | +179,421.5% |
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