+1,513.5%
UDR vs ARWR
-98.3%
+1,611.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.0% | -17.7% | +19.7% | +2.1% |
| 30D | +7.9% | -21.9% | +29.8% | +8.0% |
| 3M | -1.5% | -44.5% | +43.1% | -1.3% |
| 6M | +0.9% | -32.6% | +33.5% | +1.0% |
| YTD | +4.0% | -26.2% | +30.2% | +4.1% |
| 1Y | +10.4% | +23.0% | -12.6% | +10.2% |
| 3Y | +26.9% | +81.8% | -54.8% | +26.4% |
| 5Y | -19.4% | -36.0% | +16.7% | -19.5% |
| 10Y | +57.0% | +1,039.5% | -982.5% | +55.6% |
| All | +1,513.5% | -98.3% | +1,611.8% | +1,512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling