+24,855.0%
TSLA vs UDR
+236.7%
+24,618.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | +15.6% | -2.4% | +18.0% | +17.0% |
| 30D | +5.9% | +6.7% | -0.8% | +2.3% |
| 3M | +21.4% | -1.8% | +23.1% | +21.9% |
| 6M | -8.3% | -1.8% | -6.5% | -8.4% |
| YTD | -11.6% | +2.5% | -14.1% | -14.1% |
| 1Y | -7.7% | +7.9% | -15.6% | -12.9% |
| 3Y | +85.2% | +25.1% | +60.1% | +62.3% |
| 5Y | +15.4% | -21.2% | +36.6% | +26.3% |
| 10Y | +3,061.7% | +52.9% | +3,008.8% | +2,254.5% |
| All | +24,855.0% | +236.7% | +24,618.3% | +10,618.4% |
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