-35.7%
U vs UDR
+28.3%
-64.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.5% |
| 7D | +5.5% | -3.5% | +9.0% | +7.9% |
| 30D | -1.3% | -5.3% | +4.0% | +2.2% |
| 3M | +64.6% | -9.5% | +74.1% | +74.8% |
| 6M | +119.4% | -0.7% | +120.0% | +117.2% |
| YTD | -0.5% | -1.2% | +0.7% | -1.5% |
| 1Y | +1.3% | -5.7% | +7.0% | +3.4% |
| 3Y | +15.6% | +3.7% | +11.9% | +10.3% |
| 5Y | -67.5% | -18.9% | -48.5% | -66.4% |
| All | -35.7% | +28.3% | -64.0% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling