+24,401.0%
TSLA vs UDR
+239.6%
+24,161.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | +8.9% | -0.4% | +9.3% | +9.1% |
| 30D | +6.3% | +7.8% | -1.5% | +2.1% |
| 3M | +14.8% | -2.8% | +17.6% | +15.9% |
| 6M | -12.4% | -1.4% | -10.9% | -12.6% |
| YTD | -13.2% | +3.4% | -16.6% | -16.0% |
| 1Y | -2.9% | +9.9% | -12.8% | -9.2% |
| 3Y | +74.4% | +28.5% | +45.9% | +50.9% |
| 5Y | +13.3% | -20.5% | +33.8% | +23.5% |
| 10Y | +3,004.2% | +54.2% | +2,950.0% | +2,201.6% |
| All | +24,401.0% | +239.6% | +24,161.5% | +10,377.3% |
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