-22.7%
U vs UDR
+34.3%
-57.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.4% | +4.7% |
| 7D | +2.6% | -0.4% | +2.9% | +2.8% |
| 30D | +27.6% | +7.8% | +19.8% | +21.3% |
| 3M | +15.3% | -2.8% | +18.1% | +17.2% |
| 6M | +96.4% | -1.4% | +97.8% | +96.1% |
| YTD | +19.6% | +3.4% | +16.2% | +14.7% |
| 1Y | +42.1% | +9.9% | +32.2% | +30.2% |
| 3Y | +87.5% | +28.5% | +59.0% | +55.0% |
| 5Y | -73.1% | -20.5% | -52.6% | -73.6% |
| All | -22.7% | +34.3% | -57.0% | +0.4% |
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