-2.4%
U vs UDR
-5.5%
+3.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | 0.0% | -3.4% | +3.4% | +0.4% |
| 30D | -4.1% | -5.4% | +1.3% | -3.4% |
| 3M | +57.8% | -10.0% | +67.8% | +59.4% |
| 6M | +103.5% | -2.5% | +106.1% | +103.8% |
| YTD | -4.8% | -1.1% | -3.6% | -3.1% |
| 1Y | -2.4% | -3.9% | +1.5% | -4.0% |
| All | -2.4% | -5.5% | +3.2% | -4.0% |
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