+13.0%
UDR vs COO
-7.7%
+20.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +2.2% |
| 7D | +7.2% | +8.4% | -1.2% | +5.2% |
| 30D | +10.5% | +13.5% | -3.0% | +7.3% |
| 3M | -2.3% | -13.8% | +11.5% | +1.4% |
| 6M | +4.0% | +4.7% | -0.7% | +2.4% |
| YTD | +5.6% | -21.4% | +27.0% | +13.3% |
| 1Y | +13.0% | -6.7% | +19.8% | +14.4% |
| All | +13.0% | -7.7% | +20.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling