+246.5%
TWLO vs UDR
+3.4%
+243.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.1% |
| 7D | -3.9% | -3.4% | -0.5% | -2.4% |
| 30D | -9.7% | -5.4% | -4.3% | -7.6% |
| 3M | +11.6% | -10.0% | +21.6% | +16.4% |
| 6M | +84.7% | -2.5% | +87.2% | +84.8% |
| YTD | +62.5% | -1.1% | +63.6% | +60.3% |
| 1Y | +121.7% | -3.9% | +125.6% | +121.8% |
| All | +246.5% | +3.4% | +243.1% | +231.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling