+2,650.1%
TSLA vs UDR
+47.3%
+2,602.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | -3.4% | -3.4% | 0.0% | -1.8% |
| 30D | +9.2% | -5.4% | +14.7% | +12.1% |
| 3M | -4.7% | -10.0% | +5.2% | -0.3% |
| 6M | -8.9% | -2.5% | -6.4% | -8.7% |
| YTD | -19.2% | -1.1% | -18.0% | -19.7% |
| 1Y | +4.5% | -3.9% | +8.4% | +4.9% |
| 3Y | +46.3% | +3.4% | +42.9% | +42.1% |
| 5Y | +48.1% | -18.9% | +67.0% | +58.6% |
| All | +2,650.1% | +47.3% | +2,602.8% | +2,380.8% |
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 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