+108.2%
T vs UDR
+4.7%
+103.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.5% | -2.1% | +0.5% | -1.0% |
| 30D | +7.6% | -5.6% | +13.2% | +9.1% |
| 3M | +15.3% | -5.8% | +21.1% | +16.9% |
| 6M | -8.5% | -1.1% | -7.4% | -8.3% |
| YTD | +6.8% | +1.6% | +5.2% | +6.0% |
| 1Y | -7.2% | -2.7% | -4.6% | -6.9% |
| 3Y | +108.2% | +6.3% | +101.9% | +110.0% |
| All | +108.2% | +4.7% | +103.6% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling