+125.4%
TWLO vs UDR
-3.7%
+129.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +1.8% |
| 7D | -3.9% | -3.4% | -0.5% | -3.7% |
| 30D | -9.7% | -5.4% | -4.3% | -9.5% |
| 3M | +11.6% | -10.0% | +21.6% | +12.1% |
| 6M | +84.7% | -2.5% | +87.2% | +83.5% |
| YTD | +62.5% | -1.1% | +63.6% | +59.9% |
| All | +125.4% | -3.7% | +129.1% | +106.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling