+15.4%
TSLA vs UDR
-21.2%
+36.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +15.6% | -2.4% | +18.0% | +17.3% |
| 30D | +5.9% | +6.7% | -0.8% | +1.3% |
| 3M | +21.4% | -1.8% | +23.1% | +22.1% |
| 6M | -8.3% | -1.8% | -6.5% | -8.7% |
| YTD | -11.6% | +2.5% | -14.1% | -15.2% |
| 1Y | -7.7% | +7.9% | -15.6% | -15.0% |
| 3Y | +85.2% | +25.1% | +60.1% | +51.2% |
| 5Y | +15.4% | -21.2% | +36.6% | +28.2% |
| All | +15.4% | -21.2% | +36.6% | +28.2% |
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