-19.3%
UDR vs COO
-39.5%
+20.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | -2.1% | -2.3% | +0.2% | -1.3% |
| 30D | -5.6% | -8.8% | +3.2% | -2.7% |
| 3M | -5.8% | +1.3% | -7.1% | -6.4% |
| 6M | -1.1% | -11.6% | +10.5% | +2.7% |
| YTD | +1.6% | -17.4% | +19.0% | +8.0% |
| 1Y | -2.7% | -1.6% | -1.1% | -3.1% |
| 3Y | +6.3% | -22.6% | +28.9% | +11.7% |
| 5Y | -19.3% | -40.3% | +21.0% | -13.2% |
| All | -19.3% | -39.5% | +20.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling