+72.4%
TER vs UDR
-18.6%
+91.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.4% | +12.6% |
| 7D | -5.8% | +2.2% | -8.0% | -6.7% |
| 30D | -38.9% | +8.0% | -47.0% | -41.3% |
| 3M | -35.1% | -3.3% | -31.9% | -34.4% |
| 6M | -31.6% | +1.0% | -32.6% | -33.5% |
| YTD | +27.2% | +4.2% | +23.1% | +20.8% |
| 1Y | +35.2% | +10.8% | +24.4% | +23.5% |
| 3Y | +192.8% | +30.1% | +162.7% | +131.5% |
| 5Y | +72.4% | -18.9% | +91.3% | +99.6% |
| All | +72.4% | -18.6% | +91.0% | +99.6% |
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