-9.8%
T vs UDR
+9.0%
-18.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -3.8% | +7.8% | -11.5% | -4.6% |
| 3M | -8.7% | -2.8% | -6.0% | -8.1% |
| 6M | -8.1% | -1.4% | -6.7% | -7.2% |
| YTD | -6.4% | +3.4% | -9.8% | -6.7% |
| 1Y | -9.8% | +9.9% | -19.6% | -12.5% |
| All | -9.8% | +9.0% | -18.8% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling