-68.3%
U vs UDR
-20.7%
-47.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +1.4% |
| 7D | +4.4% | -3.3% | +7.6% | +7.6% |
| 30D | -1.3% | -5.6% | +4.3% | +4.2% |
| 3M | +49.6% | -9.4% | +59.0% | +62.9% |
| 6M | +100.2% | -3.0% | +103.1% | +101.5% |
| YTD | -3.7% | -0.4% | -3.3% | -6.5% |
| 1Y | -6.5% | -5.1% | -1.4% | -4.8% |
| 3Y | +12.9% | +4.2% | +8.7% | +0.4% |
| 5Y | -68.3% | -19.5% | -48.8% | -62.7% |
| All | -68.3% | -20.7% | -47.6% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling