+1,622.6%
T vs UDR
+2,882.6%
-1,260.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +1.6% | -2.4% | +4.0% | +2.2% |
| 30D | -2.9% | +6.7% | -9.6% | -4.5% |
| 3M | -7.5% | -1.8% | -5.7% | -7.2% |
| 6M | -9.9% | -1.8% | -8.1% | -9.7% |
| YTD | -6.4% | +2.5% | -9.0% | -7.4% |
| 1Y | -9.4% | +7.9% | -17.3% | -11.5% |
| 3Y | +64.9% | +25.1% | +39.8% | +54.2% |
| 5Y | +57.0% | -21.2% | +78.1% | +62.6% |
| 10Y | +60.8% | +52.9% | +7.9% | +40.1% |
| All | +1,622.6% | +2,882.6% | -1,260.0% | +788.5% |
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