+29.9%
TECH vs UDR
+26.8%
+3.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +0.2% | +2.2% | -2.0% | -1.2% |
| 30D | +0.5% | +8.0% | -7.5% | -4.6% |
| 3M | +0.9% | -3.3% | +4.1% | +2.8% |
| 6M | +51.0% | +1.0% | +50.0% | +48.8% |
| YTD | +24.4% | +4.2% | +20.2% | +19.4% |
| 1Y | +27.6% | +10.8% | +16.7% | +16.8% |
| 3Y | +29.9% | +30.1% | -0.2% | +3.3% |
| All | +29.9% | +26.8% | +3.1% | +3.3% |
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 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