+101,053.8%
TECH vs UDR
+2,878.3%
+98,175.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.6% |
| 30D | +0.7% | -5.2% | +5.9% | +2.0% |
| 3M | +36.3% | -5.8% | +42.1% | +38.3% |
| 6M | +25.6% | -1.7% | +27.3% | +25.9% |
| YTD | +23.7% | +2.4% | +21.3% | +22.8% |
| 1Y | +37.6% | -2.1% | +39.8% | +38.1% |
| 3Y | -6.6% | +4.2% | -10.8% | -7.4% |
| 5Y | -42.2% | -20.0% | -22.2% | -39.3% |
| 10Y | +187.6% | +44.6% | +142.9% | +160.6% |
| All | +101,053.8% | +2,878.3% | +98,175.6% | +49,062.5% |
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 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