+1,487.8%
UDR vs ARWR
-97.0%
+1,584.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.0% | +1.7% | -3.7% | -2.0% |
| 30D | -5.2% | -0.7% | -4.5% | -5.2% |
| 3M | -5.8% | +14.9% | -20.7% | -5.8% |
| 6M | -1.7% | +32.6% | -34.3% | -1.8% |
| YTD | +2.4% | +30.0% | -27.7% | +2.2% |
| 1Y | -2.1% | +208.4% | -210.5% | -2.5% |
| 3Y | +4.2% | +208.8% | -204.6% | +3.6% |
| 5Y | -20.0% | +27.8% | -47.8% | -20.3% |
| 10Y | +44.6% | +1,107.6% | -1,062.9% | +43.2% |
| All | +1,487.8% | -97.0% | +1,584.9% | +1,484.2% |
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 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