+22,131.9%
TSLA vs UDR
+236.2%
+21,895.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -2.0% | +3.5% | +2.5% |
| 30D | +10.1% | -5.2% | +15.3% | +13.0% |
| 3M | -15.4% | -5.8% | -9.6% | -13.3% |
| 6M | -12.8% | -1.7% | -11.1% | -12.8% |
| YTD | -21.3% | +2.4% | -23.6% | -23.1% |
| 1Y | +4.6% | -2.1% | +6.7% | +4.0% |
| 3Y | +44.5% | +4.2% | +40.3% | +39.3% |
| 5Y | +44.8% | -20.0% | +64.8% | +57.6% |
| 10Y | +2,585.4% | +44.6% | +2,540.8% | +1,967.0% |
| All | +22,131.9% | +236.2% | +21,895.7% | +9,489.8% |
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 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