+70.3%
T vs UDR
+47.2%
+23.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | -3.5% | +4.9% | +2.7% |
| 30D | +7.5% | -5.3% | +12.8% | +9.5% |
| 3M | +14.8% | -9.5% | +24.4% | +18.8% |
| 6M | -1.7% | -0.7% | -1.1% | -1.9% |
| YTD | +8.7% | -1.2% | +9.9% | +8.5% |
| 1Y | -7.5% | -5.7% | -1.7% | -6.2% |
| 3Y | +110.2% | +3.7% | +106.5% | +103.0% |
| 5Y | +71.6% | -18.9% | +90.6% | +78.8% |
| All | +70.3% | +47.2% | +23.1% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling