+1,881.2%
TECK vs UDR
+665.2%
+1,216.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -0.4% | -0.4% | -0.1% | -0.2% |
| 30D | -7.1% | +7.8% | -14.9% | -11.1% |
| 3M | -5.5% | -2.8% | -2.7% | -4.2% |
| 6M | -9.7% | -1.4% | -8.3% | -10.0% |
| YTD | +26.3% | +3.4% | +22.9% | +22.0% |
| 1Y | +44.4% | +9.9% | +34.5% | +34.8% |
| 3Y | +70.1% | +28.5% | +41.6% | +43.4% |
| 5Y | +125.8% | -20.5% | +146.3% | +144.2% |
| 10Y | +200.6% | +54.2% | +146.4% | +104.2% |
| All | +1,881.2% | +665.2% | +1,216.0% | +464.8% |
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