+1,895.7%
TER vs UDR
+44.7%
+1,851.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +4.0% |
| 7D | +12.4% | -3.3% | +15.6% | +13.9% |
| 30D | +5.1% | -5.6% | +10.8% | +7.6% |
| 3M | +4.0% | -9.4% | +13.4% | +7.3% |
| 6M | +29.5% | -3.0% | +32.5% | +29.2% |
| YTD | +98.5% | -0.4% | +98.9% | +95.0% |
| 1Y | +234.1% | -5.1% | +239.2% | +234.0% |
| 3Y | +289.0% | +4.2% | +284.8% | +268.2% |
| 5Y | +228.2% | -19.5% | +247.7% | +250.1% |
| 10Y | +1,895.7% | +47.9% | +1,847.8% | +1,634.5% |
| All | +1,895.7% | +44.7% | +1,851.0% | +1,634.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling