+28.5%
UDR vs ARWR
+79.8%
-51.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.8% |
| 7D | -0.4% | -17.8% | +17.5% | +0.8% |
| 30D | +7.8% | -18.1% | +25.9% | +9.1% |
| 3M | -2.8% | -44.2% | +41.4% | +0.8% |
| 6M | -1.4% | -38.6% | +37.2% | +1.2% |
| YTD | +3.4% | -28.0% | +31.4% | +4.5% |
| 1Y | +9.9% | +16.1% | -6.3% | +6.2% |
| 3Y | +28.5% | +84.0% | -55.5% | +12.2% |
| All | +28.5% | +79.8% | -51.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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