+14,183.4%
TER vs UDR
+2,878.3%
+11,305.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.5% |
| 30D | -8.3% | -5.2% | -3.1% | -6.2% |
| 3M | -12.2% | -5.8% | -6.4% | -10.9% |
| 6M | +17.1% | -1.7% | +18.8% | +16.5% |
| YTD | +84.7% | +2.4% | +82.3% | +80.0% |
| 1Y | +199.9% | -2.1% | +202.0% | +196.2% |
| 3Y | +232.8% | +4.2% | +228.6% | +217.6% |
| 5Y | +198.6% | -20.0% | +218.6% | +220.0% |
| 10Y | +1,669.7% | +44.6% | +1,625.1% | +1,295.5% |
| All | +14,183.4% | +2,878.3% | +11,305.2% | +4,210.0% |
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