+219.1%
TER vs UDR
-18.0%
+237.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +5.0% | +4.6% |
| 7D | +11.0% | -2.1% | +13.0% | +12.0% |
| 30D | -1.9% | -5.6% | +3.8% | +0.7% |
| 3M | -0.7% | -5.8% | +5.1% | +0.7% |
| 6M | +36.4% | -1.1% | +37.5% | +34.2% |
| YTD | +92.4% | +1.6% | +90.8% | +85.8% |
| 1Y | +213.5% | -2.7% | +216.2% | +208.9% |
| 3Y | +277.2% | +6.3% | +270.9% | +243.5% |
| 5Y | +219.1% | -19.3% | +238.5% | +273.1% |
| All | +219.1% | -18.0% | +237.1% | +273.1% |
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