+9,741.5%
TER vs UDR
+2,930.5%
+6,811.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -41.2% |
| 3M | -35.1% | -3.3% | -31.9% | -34.6% |
| 6M | -31.6% | +1.0% | -32.6% | -33.1% |
| YTD | +27.2% | +4.2% | +23.1% | +22.3% |
| 1Y | +35.2% | +10.8% | +24.4% | +26.3% |
| 3Y | +192.8% | +30.1% | +162.7% | +152.1% |
| 5Y | +72.4% | -18.9% | +91.3% | +82.8% |
| 10Y | +1,001.8% | +53.4% | +948.5% | +743.5% |
| All | +9,741.5% | +2,930.5% | +6,811.1% | +2,830.0% |
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