+30.1%
UDR vs COO
-23.3%
+53.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.3% |
| 7D | +2.2% | +4.3% | -2.1% | +1.1% |
| 30D | +8.0% | +17.6% | -9.5% | +3.6% |
| 3M | -3.3% | -13.9% | +10.6% | +0.3% |
| 6M | +1.0% | +6.6% | -5.5% | -1.4% |
| YTD | +4.2% | -22.0% | +26.2% | +10.7% |
| 1Y | +10.8% | -8.8% | +19.6% | +12.6% |
| 3Y | +30.1% | -21.5% | +51.6% | +27.7% |
| All | +30.1% | -23.3% | +53.5% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling