+2,265.7%
TECK vs UDR
+652.0%
+1,613.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | +7.8% | -2.1% | +9.8% | +9.0% |
| 30D | +8.3% | -5.6% | +13.9% | +11.7% |
| 3M | +16.1% | -5.8% | +21.9% | +19.1% |
| 6M | +42.9% | -1.1% | +44.0% | +42.2% |
| YTD | +50.8% | +1.6% | +49.1% | +47.4% |
| 1Y | +106.1% | -2.7% | +108.7% | +105.7% |
| 3Y | +84.0% | +6.3% | +77.7% | +72.4% |
| 5Y | +223.5% | -19.3% | +242.8% | +246.7% |
| 10Y | +378.1% | +46.0% | +332.1% | +235.7% |
| All | +2,265.7% | +652.0% | +1,613.8% | +582.3% |
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