+1,622.6%
T vs UDR
+2,908.2%
-1,285.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -3.8% | +7.8% | -11.5% | -5.5% |
| 3M | -8.7% | -2.8% | -6.0% | -8.2% |
| 6M | -8.1% | -1.4% | -6.7% | -8.0% |
| YTD | -6.4% | +3.4% | -9.8% | -7.6% |
| 1Y | -9.8% | +9.9% | -19.6% | -12.2% |
| 3Y | +65.5% | +28.5% | +37.0% | +53.8% |
| 5Y | +57.0% | -20.5% | +77.5% | +62.3% |
| 10Y | +60.8% | +54.2% | +6.6% | +39.9% |
| All | +1,622.6% | +2,908.2% | -1,285.6% | +786.7% |
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