+494.4%
TEAM vs UDR
+47.2%
+447.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | -3.5% | -1.7% | -3.9% |
| 30D | +15.8% | -5.3% | +21.1% | +18.1% |
| 3M | +101.5% | -9.5% | +111.0% | +109.3% |
| 6M | +138.2% | -0.7% | +138.8% | +137.6% |
| YTD | +10.8% | -1.2% | +12.0% | +10.5% |
| 1Y | +1.7% | -5.7% | +7.4% | +3.2% |
| 3Y | -16.0% | +3.7% | -19.8% | -18.2% |
| 5Y | -52.7% | -18.9% | -33.8% | -50.3% |
| All | +494.4% | +47.2% | +447.3% | +483.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling