+2,876.9%
TQQQ vs UDR
+47.2%
+2,829.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -1.9% | -3.5% | +1.5% | +1.6% |
| 30D | -4.9% | -5.3% | +0.5% | +0.3% |
| 3M | -6.4% | -9.5% | +3.1% | +1.5% |
| 6M | +44.4% | -0.7% | +45.1% | +40.4% |
| YTD | +35.2% | -1.2% | +36.3% | +31.0% |
| 1Y | +49.5% | -5.7% | +55.3% | +50.9% |
| 3Y | +250.7% | +3.7% | +247.0% | +217.9% |
| 5Y | +104.7% | -18.9% | +123.6% | +159.4% |
| All | +2,876.9% | +47.2% | +2,829.7% | +2,643.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling