+13.5%
U vs UDR
+4.7%
+8.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +3.1% |
| 7D | +4.5% | -2.1% | +6.5% | +5.9% |
| 30D | -0.6% | -5.6% | +5.0% | +3.3% |
| 3M | +48.4% | -5.8% | +54.2% | +53.5% |
| 6M | +115.4% | -1.1% | +116.5% | +113.9% |
| YTD | -3.2% | +1.6% | -4.8% | -6.4% |
| 1Y | -6.0% | -2.7% | -3.4% | -5.9% |
| 3Y | +13.5% | +6.3% | +7.2% | +6.8% |
| All | +13.5% | +4.7% | +8.8% | +6.8% |
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