-41.7%
TECH vs UDR
-18.0%
-23.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.3% |
| 7D | +0.2% | -2.1% | +2.2% | +1.5% |
| 30D | +0.1% | -5.6% | +5.8% | +3.8% |
| 3M | +37.5% | -5.8% | +43.3% | +42.4% |
| 6M | +34.6% | -1.1% | +35.7% | +34.5% |
| YTD | +23.5% | +1.6% | +21.9% | +21.0% |
| 1Y | +34.4% | -2.7% | +37.1% | +35.5% |
| 3Y | +2.3% | +6.3% | -4.0% | -3.5% |
| 5Y | -41.7% | -19.3% | -22.4% | -34.5% |
| All | -41.7% | -18.0% | -23.7% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling