+10,532.8%
TER vs UDR
+2,918.1%
+7,614.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.4% |
| 7D | +5.9% | -1.8% | +7.7% | +6.7% |
| 30D | -30.8% | +7.9% | -38.7% | -33.3% |
| 3M | -29.9% | -0.8% | -29.2% | -30.2% |
| 6M | -27.5% | 0.0% | -27.4% | -28.7% |
| YTD | +37.5% | +3.7% | +33.7% | +32.4% |
| 1Y | +50.3% | +8.5% | +41.7% | +41.7% |
| 3Y | +204.9% | +26.6% | +178.3% | +165.7% |
| 5Y | +89.2% | -20.2% | +109.4% | +101.9% |
| 10Y | +1,077.0% | +54.7% | +1,022.2% | +797.6% |
| All | +10,532.8% | +2,918.1% | +7,614.8% | +3,070.9% |
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