+689.1%
TWLO vs UDR
+44.7%
+644.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.4% |
| 7D | +0.2% | -3.3% | +3.4% | +1.5% |
| 30D | -9.1% | -5.6% | -3.5% | -7.1% |
| 3M | +11.0% | -9.4% | +20.4% | +15.2% |
| 6M | +79.4% | -3.0% | +82.3% | +80.3% |
| YTD | +59.7% | -0.4% | +60.1% | +58.2% |
| 1Y | +112.3% | -5.1% | +117.5% | +114.5% |
| 3Y | +247.0% | +4.2% | +242.8% | +235.4% |
| 5Y | -35.6% | -19.5% | -16.1% | -32.0% |
| 10Y | +305.7% | +47.9% | +257.8% | +277.7% |
| All | +689.1% | +44.7% | +644.4% | +580.2% |
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