-34.5%
TLT vs UDR
-20.8%
-13.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +1.0% | +7.8% | -6.7% | -0.1% |
| 3M | -2.7% | -2.8% | +0.1% | -2.4% |
| 6M | -4.1% | -1.4% | -2.7% | -4.1% |
| YTD | -5.4% | +3.4% | -8.7% | -6.2% |
| 1Y | -7.0% | +9.9% | -16.9% | -8.7% |
| 3Y | +2.8% | +28.5% | -25.7% | -1.8% |
| All | -34.5% | -20.8% | -13.7% | -35.8% |
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