+1,872.1%
T vs UDR
+2,878.3%
-1,006.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.8% |
| 30D | +11.4% | -5.2% | +16.6% | +12.8% |
| 3M | +14.3% | -5.8% | +20.1% | +15.9% |
| 6M | -9.3% | -1.7% | -7.6% | -9.1% |
| YTD | +7.1% | +2.4% | +4.7% | +6.1% |
| 1Y | -9.1% | -2.1% | -7.0% | -9.0% |
| 3Y | +105.3% | +4.2% | +101.1% | +100.7% |
| 5Y | +66.8% | -20.0% | +86.8% | +72.3% |
| 10Y | +66.8% | +44.6% | +22.1% | +47.2% |
| All | +1,872.1% | +2,878.3% | -1,006.1% | +918.3% |
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